Convenient methods for estimation of linear regression models with MA(1) errors
By: Glenn M. MacDonald, James G. MacKinnon.
Contributors: MacKinnon, James G.
Edition: Rev.
Series: Discussion paper,; no. 540; Discussion paper (Queen's University (Kingston, Ont.). Institute for Economic Research) ;; no. 540.
Publisher: Institute for Economic Research, Queen's University
Published: 1983
Place of publication: Kingston, Ont., Canada
Language: eng
Number of pages: 20
Subjects: Regression analysis.; Linear models (Statistics); Estimation theory.
Notes: Bibliography: p. 16-17.