Estimation of a linear regression model with stationary ARMA(p, q) errors
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 47 (1991)
Issue (Month): 2-3 (February)
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Web page: http://www.elsevier.com/locate/jeconom
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- David Mandy & Sandor Fridli, 2004. "Exact FGLS Asymptotics for MA Errors," Working Papers 0405, Department of Economics, University of Missouri, revised 16 Dec 2004.
- Greg Tkacz, 2007. "Gold Prices and Inflation," Working Papers 07-35, Bank of Canada.
- Galbraith, John W. & Zinde-Walsh, Victoria, 1995. "Transforming the error-components model for estimation with general ARMA disturbances," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 349-355.
- Galbraith, John W. & Kaiserman, Murray, 1997. "Taxation, smuggling and demand for cigarettes in Canada: Evidence from time-series data," Journal of Health Economics, Elsevier, vol. 16(3), pages 287-301, June.
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