A comparative study of finite sample properties of band spectrum regression estimators

DOI10.1016/0304-4076(77)90022-7MaRDI QIDQ1237476zbMATH OpenOpenAlexFDO

Authors Svend Hylleberg

Publication date 1977

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(77)90022-7

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Cites work

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• A Note on the Exact Finite Sample Frequency Functions of Generalized Classical Linear Estimators in Two Leading Over-Identified Cases
• Band Spectrum Regression
• Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study
• Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares
• Seasonal Adjustment and Relations Between Variables
• Seasonal Adjustment of Economic Time Series and Multiple Regression Analysis
• The Estimation of Seasonal Variation in Economic Time Series

Cited in

(1)

• Seasonality in dynamic regression models. A comparative study of finite sample properties of various regression estimators including band spectrum regression

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