The Consistency and Efficiency of Generalized Least Squares in Simultaneous Equation Systems with Autocorrelated Errors

DOI10.2307/1910440zbMath0184.42903OpenAlexW2028326639MaRDI QIDQ5576632

Michael Wickens

Publication date: 1969

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1910440

zbMATH Keywords

statistics

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