Estimating the covariance matrix for regression models with AR(1) errors and lagged dependent variables
Russell Davidson and James G. MacKinnon
| Year of publication: |
1980
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|---|---|
| Authors: | Davidson, Russell ; MacKinnon, James G. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 6.1980, 2, p. 119-123
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| Subject: | Ökonometrik Schätzung |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002057754