Generalized Least Squares
Author:
Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-030-80158-8_9
Reference10 articles.
1. Baltagi, B.H. (1992), “Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity,” Econometric Theory, Problem 92.2.3, 8: 304–305.
2. Breusch, T.S. (1979), “Conflict Among Criteria for Testing Hypotheses: Extensions and Comments,” Econometrica, 47: 203–207.
3. Dufour, J.M. (1986), “Bias of s2 in Linear Regressions with Dependent Errors,” The American Statistician, 40: 284–285.
4. Goldberger, A.S. (1962), “Best Linear Unbiased Prediction in the Generalized Linear Regression Model,” Journal of the American Statistical Association, 57: 369–375.
5. Ioannides, Y.M. and J.E Zabel (2003), “Neighbourhood Effects and Housing Demand,” Journal of Applied Econometrics 18: 563–584.
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