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Some Further Notes On Disturbance Estimates With A Scalar Covariance Matrix

Author

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  • Koerts, J.
  • Vorst, J. I.

Abstract

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Suggested Citation

  • Koerts, J. & Vorst, J. I., 1967. "Some Further Notes On Disturbance Estimates With A Scalar Covariance Matrix," Econometric Institute Archives 272020, Erasmus University Rotterdam.
    • Handle: RePEc:ags:eureia:272020
    DOI: 10.22004/ag.econ.272020
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    Cited by:

    1. Jan R. Magnus & Ashoke K. Sinha, 2005. "On Theil's errors," Econometrics Journal, Royal Economic Society, vol. 8(1), pages 39-54, March.
    2. Abrahamse, A. P. J. & Louter, A. S., 1969. "On A New Test For Autocorrelation In Least-Squares Regression," Econometric Institute Archives 272030, Erasmus University Rotterdam.

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