An efficient two-step estimator for the dynamic adjustment model with autoregressive errors

DOI10.1016/0304-4076(74)90001-3zbMath0287.62065OpenAlexW2034037441MaRDI QIDQ1846322

Michio Hatanaka

Publication date: 1974

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(74)90001-3

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Stochastic analysis (60H99)

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