Properties of ordinary least squares estimators in regression models with nonspherical disturbances

DOI10.1016/0304-4076(92)90111-4zbMath0755.62084OpenAlexW1982050849MaRDI QIDQ1203093

Robert Bartels, Denzil G. Fiebig, Michael McAleer

Publication date: 4 February 1993

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(92)90111-4

zbMATH Keywords

seemingly unrelated regressionsordinary least squares estimatorssingular covariance matricesgrouped structure modelsnonspherical disturbances

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

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