Estimation of the covariance matrix of the least-squares regression coefficients when the disturbance covariance matrix is of unknown form
Robert W. Keener and Jan Kmenta
| Year of publication: |
1991
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|---|---|
| Authors: | Keener, Robert W. |
| Other Persons: | Kmenta, Jan (contributor) ; Weber, Neville C. (contributor) |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 7.1991, 1, p. 22-45
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| Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001111341