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An exact transformation matrix for use with rational expectations models with MA(1) composite disturbances
Power, Simon - In: Oxford bulletin of economics and statistics 52 (1990) 1, pp. 89-94
Persistent link: https://www.econbiz.de/10001081617
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An improved single equation estimation procedure for rational expectations models
Power, Simon - In: Economics letters 2 (1987), pp. 151-155
Persistent link: https://www.econbiz.de/10001032591
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Non-parametric Monte Carlo density estimation of rational expectations estimators and their t-ratios
Power, Simon; Ullah, Aman - 1987
Persistent link: https://www.econbiz.de/10000887762
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A new approximate GLS estimator for the regression model with MA(1) disturbances
Choudhury, Askar H. - In: Bulletin of economic research 39 (1987) 2, pp. 171-177
Persistent link: https://www.econbiz.de/10001035010
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A note on the computation of the correct estimated covariance matrix for a ridge regression shortcut
Power, Simon - In: Oxford bulletin of economics and statistics 49 (1987) 3, pp. 343-345
Persistent link: https://www.econbiz.de/10001035190
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Convenient methods for estimation of linear regression models with MA (q) disturbances
Choudhury, Askar H. - In: The Canadian journal of economics 29 (1996) 2, pp. 309-317
Persistent link: https://www.econbiz.de/10001206539