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• W2046536378 abstract "Abstract This article is a sequel to articles by Abrahamse and Koerts [1] and Abrahamse and Louter [2]. An a priori fixed covariance matrix of the disturbance estimator in the linear model is established on empirical data from the field of economic time series analysis. The empirical results agree with theoretical results of spectral analysis. In practice this appears to be too great a burden for a single fixed covariance matrix to satisfy in all test cases. Selection of a matrix from a given set of fixed covariance matrices according to a device generally gives very good results." @default.
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• W2046536378 date "1972-12-01" @default.
• W2046536378 modified "2023-09-25" @default.
• W2046536378 title "A priori fixed covariance matrices of disturbance estimators" @default.
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• W2046536378 doi "https://doi.org/10.1016/0014-2921(72)90030-x" @default.
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