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Best linear unbiased estimator (blue)
| Словарь по экономике и эконометрике |
Is one that provides the lowest sampling variance and which is also unbiased.
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Between estimator, английский
Is used in the context of a fixed effects panel model, involving running a cross-sectional regression on the time averaged values of all the variables in order to reduce the number of parameters requiring estimation.
Data revisions, английский
Changes to series, especially macroeconomic variables, that are made after they are first published.
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