Generalized least squares with an estimated autocovariance matrix
By: by Takeshi Amemiya.
Series: Technical report / Institute for Mathematical Studies in the Social Sciences, Stanford University -- no. 57; Economics series / Institute for Mathematical Studies in the Social Sciences, Stanford University; Technical report (Stanford University. Institute for Mathematical Studies in the Social Sciences) -- no. 57.; Economics series (Stanford University. Institute for Mathematical Studies in the Social Sciences)
Publisher: Institute for Mathematical Studies in the Social Sciences, Stanford University
Published: 1972
Place of publication: Stanford, Calif
Language: eng
Number of pages: 17
Subjects: Social sciences -- Mathematical models.
Notes: "Prepared under National Science Foundation Grant GS-2635".

"April 1972".

Includes bibliographical references (leaf 17).