Now showing items 1-2 of 2
Weaker MSE criteria and tests for linear restrictions in regression models with non-spherical disturbances
(Journal of Econometrics, 1977-01-01)
This paper extend, in an asymptotic sense, the strong and the weaker mean square error criteria and corresponding tests to linear models with non-spherical disturbances where the error covariance matrix is unknown but a ...
The demand for insurance and protection: The case of irreplaceable commodities
(Quarterly Journal of Economics, 1977-01-01)