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

J.R. Magnus

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@article{388c2c2509254b56834a701e9e18d3c5,

title = "Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix",

author = "J.R. Magnus",

year = "1978",

language = "English",

volume = "7",

pages = "281--312",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier B.V.",

number = "3",

}