Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity

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Bibliographic Details
Published in:Econometric theory 1993-06, Vol.9 (2), p.322-323
Main Authors: Iksoon Im, Eric, Snow, Marcellus S.
Format: Article
Language:English
Subjects:
Comparative analysis
Correlation
Distribution
Sampling
Solutions
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Online Access:Get full text
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ISSN:0266-4666
1469-4360
DOI:10.1017/S0266466600007635