On the sensitivity of the restricted least squares estimators to covariance misspecification

Wan, Alan T.K et al

On the sensitivity of the restricted least squares estimators to covariance misspecification J8302 2007 - 2007 - 471-487 V. 10 Issue. 3


Econometrics

Autocorrelation;Non spherical disturbances;Restrictions;Sensitivity;

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