Thumbnail Image
Item

Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix

Magnus,J.R.
Abstract
Description
Date
1978
Journal Title
Journal ISSN
Volume Title
Publisher
Collections
Tilburg University Research Output Collection
Show all metadata
Files
Thumbnail Image
paper2b.pdf
Adobe PDF, 1.24 MB
paper2a.pdf
Adobe PDF, 1.16 MB
Research Projects
Organizational Units
Journal Issue
Keywords
Citation
Magnus, J R 1978, 'Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix', Journal of Econometrics, vol. 7, no. 3, pp. 281-312.
URI
https://hdl.handle.net/20.500.14602/42641
Embedded videos