On the Prediction Efficiency of the Generalized Least Squares Model with an Estimated Variance Covariance Matrix (Q3871778)

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On the Prediction Efficiency of the Generalized Least Squares Model with an Estimated Variance Covariance Matrix
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    On the Prediction Efficiency of the Generalized Least Squares Model with an Estimated Variance Covariance Matrix (English)
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    1979
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    prediction efficiency of generalized least squares model
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    estimated variance covariance matrix
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    best linear unbiased predictor
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    mean square prediction error
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    truncated predictor
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    misspecified predictor
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