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zbMath0564.62091MaRDI QIDQ3678538

Lucy Joan Slater, M. Hashem Pesaran

Publication date: 1984

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

least squares maximum likelihood estimators Fortran programs autocorrelated error structure Cochrane-Orcutt model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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