Choudhury, Askar H; Chaudhury, Mohammed M; Power, Simon - In: Bulletin of Economic Research 39 (1987) 2, pp. 171-77
This paper introduces a new approximate GLS estimator for the regression model with MA(1) disturbances, which outperforms both the P. Balestra (1980) and the C. Y. Park and R. G. Heikes (1983) approximations and which is almost as efficient as the exact GLS estimator. The method used for...
