On the efficiencies of several generalized least squares estimators in a seemingly unrelated regression model and a heteroscedastic model
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Publication:1301593
DOI10.1006/JMVA.1999.1817zbMath0951.62053OpenAlexW2038246017MaRDI QIDQ1301593
Publication date: 20 December 1999
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1999.1817
generalized least squares estimatorscovariance matricesheteroscedastic modelseemingly unrelated regression modelelliptically symmetric distributions
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