Work

Equivalence Between OLS and GLS Estimators for Linear Regression Models with AR(1) and MA(1) Errors

Year: 1995

Type: article

Source: Econometric Theory

DOI: 10.1017/s0266466600009300

Author: S.K Sapra

Language: English

Topic: Statistical and numerical algorithms

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W2165525969

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Cites: 1

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Related to: 10