Vol. 21, No. 1, ET 20th Anniversary Colloquium: Automated Inference and the Future of Econometrics (Feb., 2005), pp. 158-170 (13 pages) This paper proposes a new class of heteroskedastic and ...

Least-squares solution of AX B = D with respect to symmetric positive semidefinite matrix X is considered. By making use of the generalized singular value decomposition, we derive general analytic ...