The GLS transformation matrix and a semi-recursive estimator for the linear regression model with ARMA errors
John W. Galbraith and Victoria Zinde-Walsh
| Year of publication: |
1992
|
|---|---|
| Authors: | Galbraith, John W. |
| Other Persons: | Zinde-Walsh, Victoria (contributor) |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 8.1992, 1, p. 95-111
|
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001126806