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9 - Generalized Least Squares Method, Heteroskedasticity, and Multivariate Regression

Jean-Pierre Florens ,
Velayoudom Marimoutou  and
Anne Peguin-Feissolle
Translated by
Josef Perktold  and
Marine Carrasco
Jean-Pierre Florens
Affiliation:
Université de Toulouse I (Sciences Sociales)
Velayoudom Marimoutou
Affiliation:
Université d'Aix-Marseille
Anne Peguin-Feissolle
Affiliation:
GREQAM, Aix-Marseille
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Econometric Modeling and Inference , pp. 179 - 212
Publisher: Cambridge University Press
Print publication year: 2007

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