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MINQUE Under Heteroskedasticity—Solution

Published online by Cambridge University Press:  11 February 2009

Abstract

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Type
Solutions
Copyright
Copyright © Cambridge University Press 1995

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References

REFERENCES

Magnus, J.R. & Neudecker, H. (1988) Matrix Differential Calculus with Applications in Statistics and Econometrics. Chichester, UK: Wiley.Google Scholar
Rao, C.R. (1970) Estimation of heteroscedastic variances in linear models. Journal of the American Statistical Association 65, 161172.Google Scholar