Pages that link to "Item:Q4057970"

The following pages link to The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey (Q4057970):

Displaying 17 items.

• A new approximate GLS estimator for the linear regression model with ARMA(\(p,q\)) disturbances (Q673563) (← links)
• Large sample estimation and testing procedures for dynamic equation systems (Q1135604) (← links)
• AUTOREG: A computer program library for dynamic econometric models with autoregressive errors (Q1141447) (← links)
• Testing for autoregressive against moving average errors in the linear regression model (Q1172359) (← links)
• Estimation in the first-order moving average model through the finite autoregressive approximation: Some asymptotic results (Q1241002) (← links)
• Rational and polynomial lags. The finite connection (Q1255288) (← links)
• Estimation of a non-invertible moving average process: the case of overdifferencing (Q1259392) (← links)
• Nonnested testing for autocorrelation in the linear regression model (Q1260674) (← links)
• Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares (Q1845604) (← links)
• Testing AR(1) against MA(1) disturbances in an error component model (Q1899229) (← links)
• Improved inference for moving average disturbances in nonlinear regression models (Q2260576) (← links)
• Most mean powerful invariant test for testing two-dimensional parameter spaces (Q2386158) (← links)
• FIML estimation of dynamic econometric systems from inconsistent data (Q3675389) (← links)
• Optimal estimation control strategies for dynamic economic models with applications to environmental modelling (Q3709758) (← links)
• The effects of autocorrelation among errors on the consistency property of OLS estimator (Q3773104) (← links)
• COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY (Q4449067) (← links)
• The Variance Profile (Q4916499) (← links)