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Efficiency of iterative estimators in the regression model with AR(1) disturbances

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  • MAGEE, Lonnie

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  • MAGEE, Lonnie, 1985. "Efficiency of iterative estimators in the regression model with AR(1) disturbances," LIDAM Reprints CORE 675, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:675
    DOI: 10.1016/0304-4076(85)90156-3
    Note: In : Journal of Econometrics, 29, 275-287, 1985
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    Cited by:

    1. Yong Bao & Aman Ullah, 2009. "Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications," Working Papers 200907, University of California at Riverside, Department of Economics, revised Jun 2009.
    2. Symeonides Spyridon D. & Karavias Yiannis & Tzavalis Elias, 2017. "Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors," Journal of Time Series Econometrics, De Gruyter, vol. 9(1), pages 1-41, January.
    3. Magdalinos, Michael A. & Symeonides, Spyridon D., 1995. "Alternative size corrections for some GLS test statistics the case of the AR(1) model," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 35-59.

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