Approximate Normality of Generalized Least Squares Estimates
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Publication:3221219
DOI10.2307/1911185zbMath0557.62064OpenAlexW2022674555MaRDI QIDQ3221219
Publication date: 1984
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911185
asymptotic expansionasymptotic normalitylinear modelerror covariance matrixgeneralized least squares regressiontwo-step GLS estimate
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)
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