A note on the exact transformation associated with the first-order moving average process
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Cites work
- scientific article; zbMATH DE number 3699082 (Why is no real title available?)
- scientific article; zbMATH DE number 3742449 (Why is no real title available?)
- scientific article; zbMATH DE number 3244413 (Why is no real title available?)
- A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors
- Analysis of Distributed Lag Models with Applications to Consumption Function Estimation
- On the Efficiency of Ordinary Least-Squares in Regression Models
- On the Sufficient Statistics for Stationary Gaussian Random Processes
- On the inverse of the covariance matrix of a first order moving average
Cited in
(7)- BLUP in the panel regression model with spatially and serially correlated error components
- Untransformed first observation problem in regression model with moving average process
- Improved inference for moving average disturbances in nonlinear regression models
- Exact likelihood function for a regression model with MA(1) errors
- An approximate likelihood function for panel data with a mixed ARMA(p, q) remainder disturbance model
- Useful matrix transformations for panel data analysis: a survey
- The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process
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