The Econometric SocietyEdited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262
Econometrica: Mar, 1977, Volume 45, Issue 2
https://doi.org/0012-9682(197703)45:2<497:SSPOAC>2.0.CO;2-U
p. 497-508
William E. Taylor
Conditions under which a single iteration approximation to the maximum likelihood estimator dominates ordinary least squares are approximated analytically for the class of linear models for which the eigenvectors of the error covariance matrix are known.
November 16, 2023
I am delighted to welcome a new member to the Quantitative Economics editorial board. Effective July 1, 2024, Chao Fu (University of Wisconsin-Madison) will become a Co-Editor. Chao is a distinguished scholar with broad expertise in applied economics. Her knowledge and insight will be of great value to the journal.
