Approximate Normality of Generalized Least Squares Estimates (Q3221219)
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English | Approximate Normality of Generalized Least Squares Estimates |
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Approximate Normality of Generalized Least Squares Estimates (English)
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1984
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asymptotic normality
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error covariance matrix
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linear model
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generalized least squares regression
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asymptotic expansion
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two-step GLS estimate
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