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Publication:3928892
zbMath0474.62105MaRDI QIDQ3928892
M. Hashem Pesaran, Lucy Joan Slater
Publication date: 1980
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
maximum likelihood estimatorsordinary least squaresautocorrelated error structureCochrane- Orcutt modelmixed autoregressive moving-average errors
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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