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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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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