AN ITERATIVE GLS PROCEDURE FOR ESTIMATING THE PARAMETERS OF MODELS WITH AUTO-CORRELATED ERRORS USING DATA AGGREGATED OVER TIME

被引：13

作者：

WINDAL, PM ^{[1
]}

WEISS, DL ^{[1
]}

机构：

[1] UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BC,CANADA

来源：

关键词：

D O I：

10.1086/296117

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：415 / 424

页数：10

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