Some Monte Carlo evidence on the relative efficiency of parametric and semiparametric EGLS estimators

Rilstone, Paul . Journal of Business & Economic Statistics 1991. 9 :179-187

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@article{CIS-100078,
  Author = {Rilstone, Paul},
  Title = {Some Monte Carlo evidence on the relative efficiency of parametric and semiparametric EGLS estimators},
  Journal = {Journal of Business & Economic Statistics},
  Volume = {9},
  Year = {1991},
  Pages = {179--187},
  Keywords = {Regression, Heteroscedasticity, Generalized least squares}
}

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