The article considers the efficiency of ordinary least squares (OLS) coefficient estimates relative to generalized least squares (GLS) in a linear regression model where the disturbances follow a ...
Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 34, No. 4 (Dec., 1972), pp. 395-404 (10 pages) This paper contains a method of determining the distribution function of the ...
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