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Estimation and Testing in Linear Models with Singular Covariance Matrices

Published online by Cambridge University Press:  11 February 2009

Peter C.B. Phillips
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Type
Solutions
Information
Econometric Theory , Volume 7 , Issue 1 , March 1991 , pp. 153 - 162
Copyright
Copyright © Cambridge University Press 1991

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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