Estimation of the Covariance Matrix of the Least Squares regression Coefficients when the Disturbance Covariance Matrix is of Unknown Form.
| Year of publication: |
1990
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| Authors: | Keener, R.W. ; Kmenta, J. ; Weber, N.C. |
| Institutions: | Michigan - Center for Research on Economic & Social Theory |
| Subject: | econometrics | regression analysis |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | 30 pages |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005487039