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Estimation of the Covariance Matrix of the Least-Squares Regression Coefficients When the Disturbance Covariance Matrix Is of Unknown Form
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- Journal:
- Econometric Theory / Volume 7 / Issue 1 / March 1991
- Published online by Cambridge University Press:
- 11 February 2009, pp. 22-45
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Martingale rates and weakly exchangeable arrays
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- Journal:
- Bulletin of the Australian Mathematical Society / Volume 22 / Issue 3 / December 1980
- Published online by Cambridge University Press:
- 17 April 2009, pp. 469-471
- Print publication:
- December 1980
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- Article
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