Estimation of the Covariance Matrix of the Least Squares regression Coefficients when the Disturbance Covariance Matrix is of Unknown Form

R.W. Keener, Jan Kmenta and N.C. Weber

Working Papers from Michigan - Center for Research on Economic & Social Theory

Keywords: econometrics; regression analysis (search for similar items in EconPapers)
Pages: 30 pages
Date: 1990
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Journal Article: Estimation of the Covariance Matrix of the Least-Squares Regression Coefficients When the Disturbance Covariance Matrix Is of Unknown Form (1991)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:michet:90-19

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