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  • Authors: Misra, P N

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  1. Perfect Least Squares Estimator

    Authors: Misra, P N;

    Reference No: ECO0271TEC Pages: 13 Published on: 1, January, 1981

    Abstract: This paper suggests a method of estimation, that is, the least squares estimator in the general situation, when observations are interdependent or independent. The method is designated as Perfect Least Squares (PLS) because there is no other method, known so far, that provides lower magnitude of the optimality criterion. The ... More

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  2. Unwanted Consequences of Large Sample Size in Economatric Estimation

    Authors: Misra, P N;

    Reference No: ECO0272TEC Pages: 18 Published on: 1, January, 1981

    Abstract: In this note we start with the problem of analyzing unwanted consequences of large sample size in econometric estimation and find that the problem can be framed as a special case to the general problem of estimating a model, subject to linear restrictions on the parameters. It is proved that ... More

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