Choudhury, Askar H.; Power, Simon; Louis, Robert D. St - In: Canadian Journal of Economics 29 (1996) 2, pp. 309-17
This note shows how G. M. MacDonald and J. G. MacKinnon's (1985) convenient methods of estimating the linear regression model with MA(1) disturbances may be readily extended to the case of higher-order moving average disturbances. This involves a development of the key transformation, together...
