Generalized Least Squares with an Estimated Autocovariance Matrix

DOI10.2307/1914092zbMath0305.62046OpenAlexW2063483870WikidataQ60016571 ScholiaQ60016571MaRDI QIDQ4061808

Takeshi Amemiya

Publication date: 1973

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1914092

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

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