There are instances in econometric modeling when an investigator is willing to specify the structure of the error variance-covariance matrix, Ω, of a generalized least squares model up to a few unknown parameters, say θl θ2,..., θp. This would...
CITATION STYLE
Fomby, T. B., Johnson, S. R., & Hill, R. C. (1984). Feasible Generalized Least Squares Estimation. In Advanced Econometric Methods (pp. 147–169). Springer New York. https://doi.org/10.1007/978-1-4419-8746-4_8
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