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Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated
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References
1967
Year
Parameter EstimationCovariance MatrixEngineeringDisturbance TermsTime Series EconometricsSimultaneous Equation ModelingState EstimationNonlinear System IdentificationSystems EngineeringEstimation TheoryRegression EquationsStatisticsForecastingEconometric MethodEconometric ModelProcess ControlEconometricsBusinessContemporaneously CorrelatedEfficient EstimationAitken Estimator
(1967). Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated. Journal of the American Statistical Association: Vol. 62, No. 318, pp. 500-509.
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