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Testing and estimating location vectors when the error covariance matrix is unknown
Griffiths, William
;
Judge, George
- In:
Journal of Econometrics
54
(
1992
)
1-3
,
pp. 121-138
Persistent link: https://www.econbiz.de/10005228651
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A note on a Bayesian estimator in an autocorrelated error model
Griffiths, William
;
Dao, Dan
- In:
Journal of Econometrics
12
(
1980
)
3
,
pp. 389-392
Persistent link: https://www.econbiz.de/10005239035
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