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

Jan Magnus ()

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 1978
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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 (1977)
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