Hostname: page-component-78c5997874-mlc7c Total loading time: 0 Render date: 2024-11-05T09:01:41.008Z Has data issue: false hasContentIssue false
  • English
  • Français

Estimation and Testing in Linear Models with Singular Covariance Matrices

Published online by Cambridge University Press:  11 February 2009

Peter C.B. Phillips
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Solutions
Information
Econometric Theory , Volume 7 , Issue 1 , March 1991 , pp. 153 - 162
Copyright
Copyright © Cambridge University Press 1991

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

1.Amemiya, T.Advanced Econometrics. Oxford: Basil Blackwell, 1985.Google Scholar
2.Magnus, J.R. &Neudecker, H.. Matrix Differential Calculus with Applications in Statistics and Econometrics. Chichester: Wiley, 1988.Google Scholar