Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market

Jan R. Magnus, Alan T. K. Wan, Xinyu Zhang. Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market. Computational Statistics & Data Analysis, 55(3):1331-1341, 2011. [doi]

Authors

Jan R. Magnus

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Alan T. K. Wan

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Xinyu Zhang

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