Mandy, David M; Martins-Filho, Carlos - In: International Economic Review 35 (1994) 4, pp. 957-79
Asymptotic equivalence of Aitken and feasible Aitken estimators in linear models with nonscalar identity error covariance matrices is usually established in a tedious case-by-case manner. Some general sufficient conditions for this equivalence exist but there are problems with the extant...