Suppose that you have two independent unbiased estimators of the same parameter , say 1 and

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Suppose that you have two independent unbiased estimators of the same parameter θ̂, say θ̂1 and θ̂2, with different variances v1 and v2. What linear combination θ̂ = c1 θ̂1 + c2 θ̂2 is the minimum variance unbiased estimator of θ?

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Econometric Analysis

ISBN: 978-0131395381

7th edition

Authors: William H. Greene

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