Estimating equations with combined moving average error processes under rational expectations
By: Allan W. Gregory.
Series: Research report,; 8503; Research report (University of Western Ontario. Dept. of Economics) ;; 8503.
Publisher: Dept. of Economics, University of Western Ontario
Published: 1985
Place of publication: London, Canada
Language: eng
Number of pages: 17
Subjects: Foreign exchange -- Canada -- Econometric models.; Foreign exchange -- United States -- Econometric models.; Rational expectations (Economic theory); Generalized estimating equations.
Notes: Bibliography: p. 16-17.