An iterative GLS procedure for estimating the parameters of models with autocorrelated errors using data aggregated over time
Year of publication: |
1980
|
---|---|
Authors: | Windal, Pierre M. ; Weiss, Doyle L. |
Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 53.1980, 4, p. 415-432
|
Subject: | Ökonometrik Schätzung |
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