Seasonality in dynamic regression models. A comparative study of finite sample properties of various regression estimators including band spectrum regression (Q1168683)

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Seasonality in dynamic regression models. A comparative study of finite sample properties of various regression estimators including band spectrum regression
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    Seasonality in dynamic regression models. A comparative study of finite sample properties of various regression estimators including band spectrum regression (English)
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    1982
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    comparative study of finite sample properties
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    regression estimators
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    seasonal adjustment procedures
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    dynamic regression equation
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    autocorrelated errors
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    dummy variables
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    moving average corrections
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    iterative instrumental variable band spectrum regression estimator
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    exact maximum likelihood estimator
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