Generalized Least Squares with an Estimated Variance Covariance Matrix

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

1962 • 7,696 citations

Least squares theory using an estimated dispersion matrix and its application to measurement of signals

1967 • 373 citations

Linear Least Squares Regression

1967 • 169 citations

Small-Sample Properties of Several Two-Stage Regression Methods in the Context of Auto-Correlated Errors

1969 • 157 citations

Lagged Dependent Variables and Serially Correlated Errors: A Reappraisal of Three-Pass Least Squares

1967 • 123 citations