The aim of this work is to investigate the asymptotic properties of weighted least squares (WLS) estimation for causal and invertible periodic autoregressive moving average (PARMA) models with uncorrelated but dependent errors. Under mild assumptions, it is shown that the WLS estimators of PARMA...

The Two�Stage Least Squares (2�SLS) is a well known econometric technique used to estimate the parameters of a multi�equation econometric model when errors across the equations are not correlated and the equation(s) concerned is (are) over�identified or exactly identified....

The issue of technological unemployment receives perennial popular attention. Although there are previous empirical investigations that have focused on the relationship between innovation and employment, the originality of our approach lies in our choice of method. We focus on four 2-digit...