THE PROPERTIES OF SOME COVARIANCE-MATRIX ESTIMATORS IN LINEAR-MODELS WITH AR(1) ERRORS

被引：11

作者：

MIYAZAKI, S

GRIFFITHS, WE

机构：

来源：

ECONOMICS LETTERS | 1984年 / 14卷 / 04期

关键词：

D O I：

10.1016/0165-1765(84)90010-7

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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页码：351 / 356

页数：6

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