The properties of some covariance matrix estimators in linear models with AR(1) errors
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Publication:374917
DOI10.1016/0165-1765(84)90010-7zbMath1273.62162MaRDI QIDQ374917
William E. Griffiths, Shigetaka Miyazaki
Publication date: 24 October 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(84)90010-7
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