Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity
Year: 1993
Type: article
Source: Econometric Theory
Authors: Eric Iksoon Im, Marcellus S. Snow
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: closed
OpenAlex ID: W2157816148
