Confidence Sets for the Coefficients Vector of a Linear Regression Model with Nonspherical Disturbances

Autor: Chaturvedi, Anoop, Hasegawa, Hikaru, Chaturvedi, Ajit, Shukla, Govind
Zdroj: Econometric Theory, 1997 Jun 01. 13(3), 406-429.
Databáze: JSTOR Journals