On the sensitivity of the restricted least squares estimators to covariance misspecification
Year of publication: |
2007
|
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Authors: | Wan, Alan T. K. ; Zou, Guohua ; Qin, Huaizhen |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 10.2007, 3, p. 471-487
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Subject: | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory |
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