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The Teacher's Corner

Prediction in Generalized Least Squares

Pages 88-90 | Received 26 Apr 1976, Published online: 12 Mar 2012

References

  • Aumann , R. J. 1964 . “Subjective Programming,” . In Human Judgements and Optimality , Edited by: Shelley , M. W. and Bryan , G. L. New York : John Wiley & Sons .
  • Buse , A. 1973 . “Goodness of Fit in Generalized Least Squares Estimation,” . TheAmericanStatisticitm , 27 June : 106 – 8 .
  • Goldberger , A. S. 1962 . “Best Linear Unbiased Prediction in the Generalized Linear Regression Model,” . Journal of the American Statistical Association , 57 : 369 – 75 .
  • Graybill , F. A. 1969 . Introduction to Matrices with Applications in Statistics , Belmont , California : Wadsworth .
  • Johnston , J. 1972 . Econometric Methods, , 2nd ed. , New York : McGraw-Hill .
  • Kadiyala , K. R. 1968 . “A Transformation Used to Circumvent the Problem of Autocorrelation,” . Econometrica , 36 : 93 – 6 .
  • Rowley , J. C. R. 1973 . Econometric Estimation , London : Weidenfeld & Nicolson .
  • Theil , H. 1971 . Principles of Econometrics , New York : John Wiley & Sons .

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