Remark on pseudo-generalized least squares
讨论了标准线性回归模型中伪广义最小二乘估计量,认为其应用潜力比Fiebig、Bartels和Krämer(1996)最初假设的更大。
We briefly discuss the so called pseudo-GLS estimator in a standard linear regression model with nonsperical disturbances, and conclude that the potentiality for applications is higher than originally assumed by Fiebig Bartels and Krämer (1996).