JSTOR Daily

Spatial Autocorrelation Among Errors and the Relative Efficiency of OLS in the Linear Regression Model

The article considers the efficiency of ordinary least squares (OLS) coefficient estimates relative to generalized least squares (GLS) in a linear regression model where the disturbances follow a ...
JSTOR Daily

Distribution of OLS Estimators of Coefficients and Disturbance Term in a General Regression Model

Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 34, No. 4 (Dec., 1972), pp. 395-404 (10 pages) This paper contains a method of determining the distribution function of the ...
Kellogg School of Management

Regression-based tests of the market pricing of accounting numbers: The Mishkin Test and Ordinary Least Squares

Citations: Leone, Andrew J., Art Kraft, Charles Wasley. 2007. Regression-based tests of the market pricing of accounting numbers: The Mishkin Test and Ordinary Least Squares. Journal of Accounting ...
Seeking Alpha

Econometric Modeling Of Gold Prices

I model gold prices using structural multivariate regression models through four different parametric approaches (OLS, t-distribution, quantile regression, and log-normal). Higher US inflation, a ...