Properties of ordinary least squares estimators in regression models with nonspherical disturbances

A-Tier
Journal: Journal of Econometrics
Year: 1992
Volume: 54
Issue: 1-3
Pages: 321-334

Authors (3)

Fiebig, Denzil G. (UNSW Sydney) McAleer, Michael Bartels, Robert (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:econom:v:54:y:1992:i:1-3:p:321-334
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25