Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances
| Year of publication: |
1995
|
|---|---|
| Authors: | Srivastava, V. K. ; Maekawa, Koichi |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 66.1995, 1-2, p. 99-121
|
| Publisher: |
Elsevier |