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MINQUE Under Heteroskedasticity—Solution
Published online by Cambridge University Press: 11 February 2009
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- Copyright © Cambridge University Press 1995
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, 161–172.Google Scholar