A Monte Carlo study of the relative efficiency of some estimators of regression models with moving average disturbances
By: by A.C. Harvey and I.D. McAvinchey.
Contributors: McAvinchey, Ian D.
Series: Discussion paper (i.e. Occasional paper) -- 80-07.
Publisher: University of Aberdeen. Dept. of Political Economy
Published: 1980
Place of publication: Aberdeen
Language: eng