Properties of ordinary least squares estimators in regression models with nonspherical disturbances
type: Item
instance of: scholarly article
title: Properties of ordinary least squares estimators in regression models with nonspherical disturbances
zbMATH Open document ID: 0755.62084
DOI: 10.1016/0304-4076(92)90111-4
author: Denzil G. Fiebig
author: Michael McAleer
author: Robert Bartels
published in: Journal of Econometrics
publication date: 1993-02-04T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 110410
zbMATH Keywords: seemingly unrelated regressions
zbMATH Keywords: grouped structure models
zbMATH Keywords: ordinary least squares estimators
zbMATH Keywords: nonspherical disturbances
zbMATH Keywords: singular covariance matrices
MaRDI profile type: Publication
full work available at URL: 0304-4076(92)90111-4
OpenAlex ID: W1982050849
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description: scientific article; zbMATH DE number 110410