The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process (Q673196)

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scientific article; zbMATH DE number 985436
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The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process
scientific article; zbMATH DE number 985436

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    The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process (English)
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    28 February 1997
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    MA(1) disturbances
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    Efficiency of OLS
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    Greatest lower bound
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