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The Specification of the Disturbance for Efficient Estimation

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  • R. F. Engle, 1971. "The Specification of the Disturbance for Efficient Estimation,"Working papers 76, Massachusetts Institute of Technology (MIT), Department of Economics.
    • Handle:RePEc:mit:worpap:76
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    Cited by:

    1. J. Hidalgo & M. Schafgans, 2020. "Inference without smoothing for large panels with cross-sectional and temporal dependence,"Papers 2006.14409, arXiv.org.
    2. Hidalgo, Javier & Schafgans, Marcia, 2021."Inference without smoothing for large panels with cross-sectional and temporal dependence,"Journal of Econometrics, Elsevier, vol. 223(1), pages 125-160.

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