The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process

By Jeske R.   Butefisch T.   Seuck H.S.  

Economics Letters, Vol. 52, Iss. 3, 1996-09 ,pp. : 235-240

Elsevier

Access to resources Recommend Favorite

A generalized least squares estimation method for invertible vector moving average models

By Flores de Frutos R.   Serrano G.R.  

Economics Letters, Vol. 57, Iss. 2, 1997-12 ,pp. : 149-156

Elsevier

Access to resources Recommend Favorite

On the use of the sample partial autocorrelation for order determination in a pure autoregressive process: a Monte Carlo study and empirical example

By Kwan Andy C. C.   Wu Yangru  

Applied Economics Letters, Vol. 12, Iss. 3, 2005-02 ,pp. : 133-139

Routledge Ltd

Access to resources Recommend Favorite

Moving average conditional heteroskedastic processes

By Minxian Y.   Bewley R.  

Economics Letters, Vol. 49, Iss. 4, 1995-10 ,pp. : 367-372

Elsevier

Access to resources Recommend Favorite

A matrix evaluation of the moving-average representation

By Lyhagen J.  

Economics Letters, Vol. 55, Iss. 2, 1997-08 ,pp. : 179-183

Elsevier

Access to resources Recommend Favorite