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On the Derivation of Efficiency Results in Linear Estimation |
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| Authors: | Alan J. Rogers |
| Affiliation: | Department of Economics, University of Auckland, New Zealand |
| Abstract: | This paper proposes a simple rank condition for determining whether or not certain limited information estimators based on common data transformations in linear models are efficient. Examples which illustrate the use of the condition are presented. |
| Keywords: | General linear model BLU linear transformations efficiency |