Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity

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@article{5f82859df9af4497978f1058900c64f9,

title = "Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity",

author = "Baltagi, {Badi H.}",

year = "1992",

month = jun,

doi = "10.1017/S0266466600012858",

language = "English (US)",

volume = "8",

pages = "304--305",

journal = "Econometric Theory",

issn = "0266-4666",

publisher = "Cambridge University Press",

number = "2",

}

TY - JOUR

T1 - Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity

AU - Baltagi, Badi H.

PY - 1992/6

Y1 - 1992/6

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U2 - 10.1017/S0266466600012858

DO - 10.1017/S0266466600012858

M3 - Article

AN - SCOPUS:84972209247

SN - 0266-4666

VL - 8

SP - 304

EP - 305

JO - Econometric Theory

JF - Econometric Theory

IS - 2

ER -