Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity
Iksoon Im, Eric, Snow, Marcellus S.Volume:
9
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466600007635
Date:
April, 1993
File:
PDF, 81 KB
english, 1993