Best quadratic unbiased estimators of the variance-covariance matrix in normal regression
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 1 (1973)
Issue (Month): 1 (March)
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Web page: http://www.elsevier.com/locate/jeconom
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- Marcel die Dama & Boniface ngah Epo & Galex syrie Soh, 2013. "Developing a two way error component estimation model with disturbances following a special autoregressive (4) for quarterly data," Economics Bulletin, AccessEcon, vol. 33(1), pages 625-634.
- Harald Badinger & Peter Egger, 2011. "Estimation of spatial autoregressive M-way error component panel data models," The Annals of Regional Science, Springer, vol. 47(2), pages 269-310, October.
- Jian-Hong, Shi & Song-Gui, Wang, 2006. "The Spectral Decomposition of Covariance Matrices for the Variance Components Models," Journal of Multivariate Analysis, Elsevier, vol. 97(10), pages 2190-2205, November.
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