Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix-Reference-Cited by-同舟云学术

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Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix

Published:1978-04 Issue:3 Volume:7 Page:281-312
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Magnus Jan R.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference19 articles.

1. Introduction to matrix analysis;Bellman,1970

2. Mathematical methods of statistics;Cramèr,1946

3. Econometrics: Statistical foundations and applications;Dhrymes,1970

4. Equivalence of iterative Aitken and maximum likelihood estimators for a system of regression equations;Dhrymes;Australian Economic Papers,1971

5. Transformations for estimation of linear models with nested-error structure;Fuller;Journal of the American Statistical Association,1973

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