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

Jan Magnus ()

No 293034, University of Amsterdam, Actuarial Science and Econometrics Archive from University of Amsterdam, Faculty of Economics and Business

Keywords: Research; Methods/Statistical; Methods (search for similar items in EconPapers)
Pages: 34
Date: 1977-01
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Related works:
Journal Article: Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix (1978)
Working Paper: Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix (1978)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:amstas:293034

DOI: 10.22004/ag.econ.293034

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