The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey

DOI10.2307/2525888zbMath0303.62056OpenAlexW1987693688MaRDI QIDQ4057970

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Publication date: 1975

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2525888

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) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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