Linear models with correlated disturbances
By: Paul Knottnerus.
Series: Lecture notes in economics and mathematical systems ;; 358
Publisher: Springer-Verlag
Published: 1991
Place of publication: Berlin; New York
Language: eng
Number of pages: 196
Subjects: Econometric models.; Error analysis (Mathematics); Linear models (Statistics); Estimation theory.
Notes: Includes bibliographical references (p. [177]-183) and indexes.
Minor revision of author's thesis (Ph. D.)--University of Amsterdam.