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

Research output: Contribution to journalArticle

1 Scopus citations
Original languageEnglish (US)
Pages (from-to)304-305
Number of pages2
JournalEconometric Theory
Volume8
Issue number2
DOIs
StatePublished - 1992
Externally publishedYes

ASJC Scopus subject areas

  • Economics and Econometrics
  • Social Sciences (miscellaneous)

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