A note on the effect of misspecification and temporal aggregation in the GLS model
Year of publication: |
1981
|
---|---|
Authors: | Yamamoto, Taku |
Published in: |
Kikan riron keizaigaku : Riron Keiryō Keizai Gakkai kikanshi. - Tōkyō : Riron Keiryō Keizai Gakkai, ISSN 0557-109X, ZDB-ID 863037-9. - Vol. 32.1981, 1, p. 77-82
|
Subject: | Ökonometrik Schätzung |
-
Buchholz, Rainer, (1985)
-
Posterior analysis of econometric models using Monte Carlo integration
Dijk, Herman K. van, (1984)
-
Estimating seemingly unrelated regression models from incomplete cross-section/time-series data
Biørn, Erik, (1981)
- More ...
-
The Effect of Estimating Parameters on Long‐Term Forecasts for Cointegrated Systems
Chigira, Hiroaki, (2012)
-
Normal Tests for a Unit Root in the Autoregressive Time Series Model
Yamamoto, Taku, (1993)
-
Lag augmentation in regression models with possibly integrated regressors
Yamamoto, Taku, (2005)
- More ...