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Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity

Published online by Cambridge University Press:  11 February 2009

Eric Iksoon Im  and
Marcellus S. Snow
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Type
Solutions
Information
Econometric Theory , Volume 9 , Issue 2 , April 1993 , pp. 322 - 323
Copyright
Copyright © Cambridge University Press 1993

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