SAMPLING DISTRIBUTIONS AND EFFICIENCY COMPARISONS OF OLS AND GLS IN THE PRESENCE OF BOTH SERIAL-CORRELATION AND HETEROSKEDASTICITY

Authors
IM EI SNOW MS
Citation
Ei. Im et Ms. Snow, SAMPLING DISTRIBUTIONS AND EFFICIENCY COMPARISONS OF OLS AND GLS IN THE PRESENCE OF BOTH SERIAL-CORRELATION AND HETEROSKEDASTICITY, Econometric theory, 9(2), 1993, pp. 322-323
Citations number
NO
Categorie Soggetti
Economics,"Social Sciences, Mathematical Methods
Journal title
Econometric theory → ACNP
ISSN journal
02664666
Volume
9
Issue
2
Year of publication
1993
Pages
322 - 323
Database
ISI
SICI code
0266-4666(1993)9:2<322:SDAECO>2.0.ZU;2-O