EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • What is the Best Estimator of...
  • More details
Cover Image

What is the Best Estimator of the ML Covariance in Linear Regression Models?

Year of publication:
1991
Authors: Parks, R.W. ; Savin, N.E.
Institutions: Department of Economics, University of Washington
Subject: information | econometrics | economic models
Saved in:
  • More details
Series:
Discussion Papers in Economics at the University of Washington.
Type of publication: Book / Working Paper
Notes:
35 pages
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005618470
    • EndNote
    • BibTeX
    • Zotero, Mendeley, RefWorks, ...
    • Text
Saved in favorites
    Similar items by subject
    • Dynamic Linear Models with Markov-Switching.

      Kim, C-J., (1991)

    • An Efficient Cross-Validation Algotithm for Window Width Selection in the Context of Nonparametric Kernel Estimation of a Conditinal Mean.

      Racine, J., (1991)

    • A Neural Network Test for Heteroskedasticity.

      Kamstra, M., (1991)

    • More ...
    Similar items by person
    • Comparing Covariance Matrix Estimators in Linear Regression Models.

      Parks, R.W., (1990)

    • Comparing Covariance Matrix Estimators in Linear Regression Models.

      Parks, R.W., (1990)

    • What is the Best Estimator of the ML Covariance in Linear Regression Models?

      Parks, R.W., (1991)

    • More ...
    A service of the
    zbw
    • Sitemap
    • Plain language
    • Accessibility
    • Contact us
    • Imprint
    • Privacy

    Loading...