Finally, suppose that must be estimated, but that assumptions (10-27) and (10-31) are met by the

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Finally, suppose that Ω must be estimated, but that assumptions (10-27) and (10-31) are met by the estimator. What changes are required in the development of the previous problem?

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Econometric Analysis

ISBN: 978-0130661890

5th Edition

Authors: William H. Greene

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