Sampling Distributions and Efficiency Comparisons of OLS...

Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity

Eric Iksoon Im and Marcellus S. Snow
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Volume:
9
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/3532489
Date:
June, 1993
File:
PDF, 269 KB
english, 1993
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