A Note on the Asymptotic Properties of the GLS Estimator in Multivariate Regression with Heteroskedastic and Autocorrelated Errors

Fuente: arXiv

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Bibliographic Details
Main Authors:	Moriya, Koichiro, Noda, Akihiko
Format:	Preprint
Published:	2025
Subjects:	Econometrics Statistical Finance Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.13950