Approximate Normality of Generalized Least Squares Estimates (Q3221219)

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Approximate Normality of Generalized Least Squares Estimates
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    Approximate Normality of Generalized Least Squares Estimates (English)
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    1984
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    asymptotic normality
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    error covariance matrix
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    linear model
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    generalized least squares regression
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    asymptotic expansion
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    two-step GLS estimate
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