Approximate Normality of Generalized Least Squares Estimates

• 1 July 1984
• journal article
• Published by JSTOR in Econometrica
• Vol. 52  (4) , 811
• https://doi.org/10.2307/1911185

Abstract

Keywords

• SQUARES ESTIMATES
• GENERALIZED LEAST SQUARES
• APPROXIMATE NORMALITY OF GENERALIZED