Estimation of error components model with ARMA (p, q) time component -an exact GLS Approch /
Format: | Book |
---|---|
Language: | English |
Published: |
Minneapolis, Minnesota :
Center for Economic Research,
1978.
|
Series: | Discussion paper
no. 78-104 |
Similar Items
-
On the asymptotic efficiency of feasible aitken estimators for seemingly unrelated regression models with error components /
Published: (1983) -
Component risk in multiparameter estimation /
by: Alam, Khursheed, et al.
Published: (1980) -
A simple, consistent estimator for disturbance components in financial models /
by: Levinsohn, James 1958-
Published: (1989) -
Modeling components of hydrologic cycle /
Published: (1982) -
Estimation of variance components in a linear model based on a Wiener process /
by: Alam, Khursheed, et al.
Published: (1970)