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

J.R. Magnus

Research output: Contribution to journalArticleProfessional

95 Citations (Scopus)
488 Downloads (Pure)
Original languageEnglish
Pages (from-to)281-312
JournalJournal of Econometrics
Volume7
Issue number3
Publication statusPublished - 1978

Cite this