Optimal experimental design in econometrics. The time series problem

DOI10.1016/0304-4076(78)90059-3zbMath0386.62065MaRDI QIDQ1249821

Panagiotis A. Papakyriazis

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1016/0304-4076(78)90059-3

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62K05: Optimal statistical designs

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Cites Work

• DESIGN OF EXPERIMENTS IN NON-LINEAR SITUATIONS
• Restrictions on the Reduced Form and the Rank and Order Conditions
• Multiparameter Problems From a Bayesian Point of View
• Least squares estimation in the regression model with autoregressive-moving average errors
• Least squares estimation in dynamic-disturbance time series models
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