Properties of ordinary least squares estimators in regression models with nonspherical disturbances
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Publication:1203093
DOI10.1016/0304-4076(92)90111-4zbMath0755.62084OpenAlexW1982050849MaRDI QIDQ1203093
Robert Bartels, Denzil G. Fiebig, Michael McAleer
Publication date: 4 February 1993
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(92)90111-4
seemingly unrelated regressionsordinary least squares estimatorssingular covariance matricesgrouped structure modelsnonspherical disturbances
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