Minimum Variance Estimation
Minimum Variance Estimation is an estimation method within state estimation that belongs to the class of optimal estimators and is distinguished by its property of minimizing the variance of the estimation error among all unbiased estimators.
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Asymptotically Efficient Estimation of Cointegration Regressions
Pentti Saikkonen · Econometric Theory · 1991 · 1.3K citations
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University of California, Berkeley
Berkeley, United States
13 h-index
47 publications
3.1K citations
Massachusetts Institute of Technology
Cambridge, United States
12 h-index
19 publications
1.1K citations

Tel Aviv University
Tel Aviv, Israel
11 h-index
16 publications
1.1K citations
University of Wisconsin–Madison
Madison, United States
11 h-index
24 publications
1.3K citations
Technion – Israel Institute of Technology
Haifa, Israel
11 h-index
16 publications
1.8K citations
Nanyang Technological University
Singapore, Singapore
10 h-index
20 publications
659 citations

Centre National de la Recherche Scientifique
Paris, France
10 h-index
19 publications
1.5K citations

University of Waterloo
Waterloo, Canada
10 h-index
14 publications
923 citations
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56 publications · 3.9K citations
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