Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity
| Year of publication: |
1993
|
|---|---|
| Authors: | Iksoon Im, Eric ; Snow, Marcellus S. |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 9.1993, 02, p. 322-323
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |