Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix

A-Tier
Journal: Journal of Econometrics
Year: 1978
Volume: 7
Issue: 3
Pages: 281-312

Authors (1)

Magnus, Jan R. (Vrije Universiteit Amsterdam)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:econom:v:7:y:1978:i:3:p:281-312
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-25