THE PROPERTIES OF SOME COVARIANCE-MATRIX ESTIMATORS IN LINEAR-MODELS WITH AR(1) ERRORS Journal Articles uri icon

Overview

Has subject area

Published in

  • Economics Letters

Time

Date/time value

  • 1984

Identity

Digital Object Identifier (DOI)

  • 10.1016/0165-1765(84)90010-7

Additional Document Info

Parent Title

  • ECONOMICS LETTERS

Volume

  • 14

Issue

  • 4

Publisher

  • Elsevier Science