Moving-Average Transformations in Classical Linear Models
Economists are frequently compelled to use data which take inappropriate forms. One particular deficiency is discussed in the paper below; namely, the prior adjustment of economic time-series by moving average transformations. This discussion is restricted to regression analyses and data which satisfy the conditions for the classical linear model.
Year of publication: |
1971-11
|
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Authors: | Rowley, J.C.R. ; Wilton, D.A. |
Institutions: | Economics Department, Queen's University |
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