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- $\begingroup$ The previous answer is also reported with more details in en.wikipedia.org/wiki/Generalized_least_squares The solution can be implemented using a Feasible Generalised Least Square (FGLS) approach $\endgroup$Nicola Jean– Nicola Jean2019-01-23 10:26:05 +00:00Commented Jan 23, 2019 at 10:26
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