Seasonality in dynamic regression models. A comparative study of finite sample properties of various regression estimators including band spectrum regression
DOI10.1016/0304-4076(82)90010-0zbMath0493.62097OpenAlexW1563954553MaRDI QIDQ1168683
Henning Bunzel, Svend Hylleberg
Publication date: 1982
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(82)90010-0
autocorrelated errorsdummy variablesexact maximum likelihood estimatorregression estimatorscomparative study of finite sample propertiesdynamic regression equationiterative instrumental variable band spectrum regression estimatormoving average correctionsseasonal adjustment procedures
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)
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