Exact Results on the Inadmissibility of the Feasible Generalized Least Squares Estimator in Regression Models with Non-Spherical Disturbances

✍ Scribed by Anoop Chaturvedi; Alan T. K. Wan

• Publisher: John Wiley and Sons
• Year: 2000
• Tongue: English
• Weight: 77 KB
• Volume: 42
• Category: Article
• ISSN: 0323-3847
• DOI: 10.1002/1521-4036(200008)42:4<481::aid-bimj481>3.0.co;2-v