The properties of some covariance matrix estimators in linear models with AR (1) errors
Shigetaka Miyazaki and William E. Griffiths
| Year of publication: |
1984
|
|---|---|
| Authors: | Miyazaki, Shigetaka ; Griffiths, William E. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 14.1984, 4, p. 351-356
|
| Subject: | Ökonometrik Schätzung |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002501450