A computationally attractive method for estimating the linear regression model with autoregressive moving average disturbances (Q1901294)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A computationally attractive method for estimating the linear regression model with autoregressive moving average disturbances |
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A computationally attractive method for estimating the linear regression model with autoregressive moving average disturbances (English)
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11 December 1995
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tables
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sums of squares
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ARMA (1,1) disturbances
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generalized least squares
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maximum likelihood estimation
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relative efficiency comparisons
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ordinary least squares
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