PREDICTION EFFICIENCY OF THE GENERALIZED LEAST-SQUARES MODEL WITH AN ESTIMATED VARIANCE COVARIANCE-MATRIX

被引：7

|

作者：

YAMAMOTO, T

机构：

来源：

INTERNATIONAL ECONOMIC REVIEW | 1979年 / 20卷 / 03期

关键词：

D O I：

10.2307/2526267

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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页码：693 / 705

页数：13

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