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Generalized Least Squares with an Estimated Variance Covariance Matrix

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  • Maddala, G S

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  • Maddala, G S, 1971. "Generalized Least Squares with an Estimated Variance Covariance Matrix," Econometrica, Econometric Society, vol. 39(1), pages 23-33, January.
  • Handle: RePEc:ecm:emetrp:v:39:y:1971:i:1:p:23-33
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    Cited by:

    1. Mahmoud MOURAD, 2021. "Impact of Socio-Economic Variables on Life Expectancy: An Empirical Study for 138 Countries," Journal of Public Administration and Governance, Macrothink Institute, vol. 11(1), pages 330346-3303, December.
    2. Kikuchi, Tadashi, 2007. "An analysis of the impacts of development on Gini inequality using grouped and individual observations: Examples from the 1998 Vietnamese Household Expenditure Data," Journal of Asian Economics, Elsevier, vol. 18(3), pages 537-552, June.
    3. Phoebus J. Dhrymes, 1972. "Distributed Lags:A Survey," UCLA Economics Working Papers 024, UCLA Department of Economics.
    4. Duffield, James A., 1990. "Estimating Farm Labor Elasticities To Analyze The Effects Of Immigration Reform," Staff Reports 278270, United States Department of Agriculture, Economic Research Service.
    5. David Mandy & Sandor Fridli, 2004. "Exact FGLS Asymptotics for MA Errors," Working Papers 0405, Department of Economics, University of Missouri, revised 16 Dec 2004.
    6. Hongyi Li & G.S. Maddala & Robert P. Trost, 1996. "Estimation des élasticités de court et de long termes de la demande d'électricité sur données de panel à partir d'estimateurs à rétrécisseur," Économie et Prévision, Programme National Persée, vol. 126(5), pages 127-141.

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