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Confidence Sets for the Coefficients Vector of a Linear Regression Model with Nonspherical Disturbances
Chaturvedi, Anoop, Hasegawa, Hikaru, Chaturvedi, Ajit, Shukla, GovindVolume:
13
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466600005879
Date:
June, 1997
File:
PDF, 751 KB
english, 1997