LUB for the covariance matrix of a GLSE in regression with applications to an SUR model and a heteroscedastic model
Year of publication: |
1994
|
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Authors: | Kurata, Hiroshi ; Kariya, Takeaki |
Publisher: |
Tokyo : Inst. of Economic Research, Hitotsubashi Univ. |
Subject: | Korrelation | Correlation | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Heteroskedastizität | Heteroscedasticity |
Extent: | 17 Bl |
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Series: | Discussion paper series / A / Institute of Economic Research. - Tōkyō, ZDB-ID 2276873-7. |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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