A new approximate GLS estimator for the linear regression model with ARMA(p,q) disturbances

Author： Choudhury A.H.   Power S.  

Publisher： Elsevier

ISSN： 0165-1765

Source： Economics Letters, Vol.48, Iss.2, 1995-05, pp. : 119-127

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The consequences of a potential pitfall in approximate GLS estimation of the regression model with ARMA(p, q) disturbances

By Choudhury Askar H.   Power Simon  

Applied Economics Letters, Vol. 5, Iss. 7, 1998-07 ,pp. : 469-472

Routledge Ltd

Access to resources Recommend Favorite

Partial GLS regression

By Qian H.   Schmidt P.  

Economics Letters, Vol. 79, Iss. 3, 2003-06 ,pp. : 385-392

Elsevier

Access to resources Recommend Favorite

An elementary estimator of the partial linear model

By Yatchew A.  

Economics Letters, Vol. 57, Iss. 2, 1997-12 ,pp. : 135-143

Elsevier

Access to resources Recommend Favorite

A simplified GLS estimator for autoregressive moving-average models

By Choudhury Askar H.   Power Simon  

Applied Economics Letters, Vol. 5, Iss. 4, 1998-04 ,pp. : 247-250

Routledge Ltd

Access to resources Recommend Favorite

A simple and robust estimator for linear regression models with strictly exogenous instruments

By  

THE ECONOMETRICS JOURNAL, Vol. 21, Iss. 1, 2018-02 ,pp. : 36-54

John Wiley & Sons Inc

Access to resources Recommend Favorite