Remark on pseudo-generalized least squares

We briefly discuss the so called pseudo-GLS estimator in a standard linear regression model with nonsperical disturbances, and conclude that the potentiality for applications is higher than originally assumed by Fiebig Bartels and Kramer (1996).

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Year of publication:	2000
Authors:	Grofi, Jorgen ; Puntanen, Simo
Published in:	Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 19.2000, 1, p. 139-144
Publisher:	Taylor & Francis Journals

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005511903