Adding regressors to obtain efficiency (Record no. 164514)
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| 000 -LEADER | |
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| fixed length control field | 01362nam a22002537a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | ZW-GwMSU |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240322104046.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240322b |||||||| |||| 00| 0 eng d |
| 022 ## - INTERNATIONAL STANDARD SERIAL NUMBER | |
| International Standard Serial Number | 02664666 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | MSU |
| Language of cataloging | English |
| Transcribing agency | MSU |
| Description conventions | rda |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HB139.T52 ECO |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Jun, Sung Jae |
| Relator term | author |
| 245 10 - TITLE STATEMENT | |
| Title | Adding regressors to obtain efficiency |
| Statement of responsibility, etc. | created by Sung Jae Jun and Joris Pinkse |
| 264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Cambridge: |
| Name of producer, publisher, distributor, manufacturer | Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2009. |
| 336 ## - CONTENT TYPE | |
| Source | rdacontent |
| Content type term | text |
| Content type code | txt |
| 337 ## - MEDIA TYPE | |
| Source | rdamedia |
| Media type term | unmediated |
| Media type code | n |
| 338 ## - CARRIER TYPE | |
| Source | rdacarrier |
| Carrier type term | volume |
| Carrier type code | nc |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Econometric theory |
| Volume/sequential designation | Volume 25, number 1, |
| 520 3# - SUMMARY, ETC. | |
| Summary, etc. | It is well known that in standard linear regression models with independent and identically distributed data and homoskedasticity, adding “irrelevant regressors” hurts (asymptotic) efficiency unless such irrelevant regressors are orthogonal to the remaining regressors. But we have found that under (conditional) heteroskedasticity “irrelevant regressors” can always be found such that one can achieve the asymptotic variance of the generalized least squares estimator by adding the “irrelevant regressors” to the model. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Estimation theory |
| Form subdivision | Efficiency |
| General subdivision | Regression analysis |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Pinkse, Joris |
| Relator term | author |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://doi.org/10.1017/S0266466608090567 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Koha item type | Journal Article |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Serial Enumeration / chronology | Total Checkouts | Full call number | Date last seen | Copy number | Price effective from | Koha item type | Public note |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Library of Congress Classification | Main Library | Main Library | - Special Collections | 22/06/2010 | Vol. 25, no.1 (pages 298-302) | HB139.T52 ECO | 22/03/2024 | SP3256 | 22/03/2024 | Journal Article | For In House Use Only |