A simple recursive estimation method for linear regression models with \(\text{AR}(p)\) disturbances
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Publication:1342788
DOI10.1007/BF02926403zbMath0825.62692OpenAlexW2033016451MaRDI QIDQ1342788
Publication date: 28 November 1995
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02926403
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