Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity
Eric Iksoon Im and Marcellus S. SnowVolume:
9
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/3532489
Date:
June, 1993
File:
PDF, 269 KB
english, 1993