Remark on pseudo-generalized least squares

Jorgen Grofi and Simo Puntanen

Econometric Reviews, 2000, vol. 19, issue 1, 139-144

Abstract: We briefly discuss the so called pseudo-GLS estimator in a standard linear regression model with nonsperical disturbances, and conclude that the potentiality for applications is higher than originally assumed by Fiebig Bartels and Kramer (1996).

Keywords: C13; C20 (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1080/07474930008800462

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