Least Squares Regression When the Independent Variable Follows an ARIMA Process (Q3713446)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least Squares Regression When the Independent Variable Follows an ARIMA Process |
scientific article |
Statements
Least Squares Regression When the Independent Variable Follows an ARIMA Process (English)
0 references
1986
0 references
ordinary least squares
0 references
relative efficiency
0 references
ARIMA(p,1,q) process
0 references
generalized least squares estimates
0 references
