A note on the exact transformation associated with the first-order moving average process
From MaRDI portal
Publication:1151707
DOI10.1016/0304-4076(80)90034-2zbMATH Open0458.62079OpenAlexW2039273863MaRDI QIDQ1151707FDOQ1151707
Authors: Pietro Balestra 
Publication date: 1980
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(80)90034-2
Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the inverse of the covariance matrix of a first order moving average
- On the Sufficient Statistics for Stationary Gaussian Random Processes
- A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors
- Title not available (Why is that?)
- Analysis of Distributed Lag Models with Applications to Consumption Function Estimation
- On the Efficiency of Ordinary Least-Squares in Regression Models
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
This page was built for publication: A note on the exact transformation associated with the first-order moving average process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1151707)
