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The effects of autocorrelation among errors on the consistency property of OLS variance estimator

Subhash Sharma ()

Journal of Econometrics, 1985, vol. 27, issue 3, 335-361

Date: 1985
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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