Developing a two way error component estimation model with disturbances following a special autoregressive (4) for quarterly data
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References listed on IDEAS
- Glenn M. MacDonald & James G. MacKinnon, 1985.
"Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors,"
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More about this item
KeywordsSerial Correlation; Two Way Random Effect Model; Autoregressive; Best Quadratic Unbiased Estimation;
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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