The consistency and efficiency of generalized least squares in simultaneous equation systems with autocorrelated errors
Year of publication: |
1969
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Authors: | Wickens, Michael R. |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 37.1969, 4, p. 651-659
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Subject: | Ökonometrik |
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