An Iterative GLS Procedure for Estimating the Parameters of...

An Iterative GLS Procedure for Estimating the Parameters of Models with Autocorrelated Errors Using Data Aggregated Over Time

Pierre M. Windal and Doyle L. Weiss
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Volume:
53
Language:
english
Journal:
The Journal of Business
DOI:
10.2307/2352522
Date:
October, 1980
File:
PDF, 796 KB
english, 1980
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