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Publication:3761532
zbMath0623.62109MaRDI QIDQ3761532
Thomas A. Peters, Asraul Hoque
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
numerical integrationmean squared errorvariancebiasleast squares estimatorMSEautoregressive moving average modelsARMAX modelsexogeneous variableslagged dependent variableexact expressions for the momentsgeneral distributed lag modelmoments of ratios of quadratic forms
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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On moments of ratios of quadratic forms in normal variables ⋮ The exact multi-period mean-square forecast error for the first-order autoregressive model ⋮ The exact moments of OLS in dynamic regression models with non-normal errors ⋮ Alternative bias approximations in first-order dynamic reduced form models
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