PARAMETER ESTIMATION WITH AUTOCORRELATED DISTURBANCES

DOI10.1111/j.1467-999X.1972.tb00202.xzbMath0257.62044OpenAlexW2061871302MaRDI QIDQ5672015

James T. Bennett

Publication date: 1972

Published in: Metroeconomica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-999x.1972.tb00202.x

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

Cites Work

• Unnamed Item
• Simultaneous equations inference in econometrics
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias