A new approximate GLS estimator for the linear regression model with ARMA(\(p,q\)) disturbances (Q673563)
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scientific article; zbMATH DE number 985641
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| English | A new approximate GLS estimator for the linear regression model with ARMA(\(p,q\)) disturbances |
scientific article; zbMATH DE number 985641 |
Statements
A new approximate GLS estimator for the linear regression model with ARMA(\(p,q\)) disturbances (English)
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28 February 1997
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0.8072734475135803
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0.7803813815116882
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0.7577945590019226
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0.7502015233039856
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