Finite sample comparisons of the distributions of the ols...

Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors

Maekawa, K., Knight, J. L., Hisamatsu, H.
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Volume:
17
Language:
english
Journal:
Econometric Reviews
DOI:
10.1080/07474939808800424
Date:
January, 1998
File:
PDF, 753 KB
english, 1998
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