Estimation in a linear model with serially correlated errors when observations are missing
From MaRDI portal
Publication:1404608
DOI10.1016/S0378-4754(97)00002-5zbMath1017.65500OpenAlexW2088343634MaRDI QIDQ1404608
C. A. Kapuscinski, C. R. Mckenzie
Publication date: 21 August 2003
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-4754(97)00002-5
Uses Software
Cites Work
- Unnamed Item
- Estimation in a Linear Model with Serially Correlated Errors When Observations are Missing
- Two Stage and Related Estimators and Their Applications
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations
- A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
- Efficient Estimation of Simultaneous Equation Systems
- Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
This page was built for publication: Estimation in a linear model with serially correlated errors when observations are missing