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Testing and estimating location vectors when the error covariance matrix is unknown

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  • Griffiths, William
  • Judge, George

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 54 (1992)
Issue (Month): 1-3 ()
Pages: 121-138

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Handle: RePEc:eee:econom:v:54:y:1992:i:1-3:p:121-138

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Web page: http://www.elsevier.com/locate/jeconom

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Cited by:
  1. Richard Frank & Karine Lamiraud, 2008. "Choice, Price Competition and Complexity in Markets for Health Insurance," NBER Working Papers 13817, National Bureau of Economic Research, Inc.
  2. Horowitz, Joel L. & Savin, N. E., 2000. "Empirically relevant critical values for hypothesis tests: A bootstrap approach," Journal of Econometrics, Elsevier, vol. 95(2), pages 375-389, April.
  3. Sanjay Ramchander & Marc Simpson & Mukesh Chaudhry, 2003. "The impact of inflationary news on money market yields and volatilities," Journal of Economics and Finance, Springer, vol. 27(1), pages 85-101, March.

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