Heijmans, Risto D. H.; Magnus, Jan R. Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case. (English) Zbl 0659.62127 J. Econom. 32, 253-285 (1986). MSC: 62P20 62F12 62J05 PDFBibTeX XMLCite \textit{R. D. H. Heijmans} and \textit{J. R. Magnus}, J. Econom. 32, 253--285 (1986; Zbl 0659.62127) Full Text: DOI
Trenkler, Götz On the performance of biased estimators in the linear regression model with correlated or heteroscedastic errors. (English) Zbl 0559.62054 J. Econom. 25, 179-190 (1984). MSC: 62J05 62P20 62H12 PDFBibTeX XMLCite \textit{G. Trenkler}, J. Econom. 25, 179--190 (1984; Zbl 0559.62054) Full Text: DOI
Papakyriazis, Panagiotis A. Optimal experimental design in econometrics. The time series problem. (English) Zbl 0386.62065 J. Econom. 7, 351-372 (1978). MSC: 62K05 62M10 62P20 PDFBibTeX XMLCite \textit{P. A. Papakyriazis}, J. Econom. 7, 351--372 (1978; Zbl 0386.62065) Full Text: DOI