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Optimal Weighting of Unbiased Estimators–Solution

Published online by Cambridge University Press:  11 February 2009

Abstract

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Type
Solutions
Copyright
Copyright © Cambridge University Press 1996

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References

REFERENCES

Baltagi, B.H. (1995) Problem 95.3.1: Optimal weighting of unbiased estimators. Econometric Theory 11, 637.CrossRefGoogle Scholar
Samuel-Cahn, E. (1994) Combining unbiased estimators. American Statistician 48, 3436.CrossRefGoogle Scholar
Seber, G.A.F. (1977) Linear Regression Analysis. New York: Wiley.Google Scholar