John A. Jacquez, Frances J. Mather and Charles R. Crawford The theory of simple linear regression is extended to the case of non-uniform error variances for the ...
This article studies weighted, generalized, least squares estimators in simple linear regression with serially correlated errors. Closed-form expressions of weighted least squares estimators and ...
In a multivariate regression model, the errors in different equations may be correlated. In this case the efficiency of the estimation may be improved by taking these cross-equation correlations into ...
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