scientific article; zbMATH DE number 3744382

zbMATH Open0474.62105MaRDI QIDQ3928892FDOQ3928892

Authors: M. Hashem Pesaran, Lucy Joan Slater 

Publication date: 1980

Title of this publication is not available (Why is that?)

zbMATH Keywords

ordinary least squaresmaximum likelihood estimatorsautocorrelated error structureCochrane- Orcutt modelmixed autoregressive moving-average errors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Software, source code, etc. for problems pertaining to statistics (62-04) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Cited In (2)

• Multiple optima and asymptotic approximations in the partial adjustment model
• FIML estimation of dynamic econometric systems from inconsistent data

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