Consistent estimation of equations with composite moving average disturbance terms

DOI10.1016/0304-4076(93)90080-OzbMath0526.62098OpenAlexW1976612783WikidataQ127310021 ScholiaQ127310021MaRDI QIDQ594525

Sumit K. Garg

Publication date: 1983

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(93)90080-o

zbMATH Keywords

estimationconsistencycomposite moving average disturbance termssingle-equation non-linear least squares

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items

THE SUM OF FINITE MOVING AVERAGE PROCESSES, Critical bounds for MA(2) and MA(3) processes, MEASUREMENT ERRORS IN DYNAMIC MODELS, Inference in dynamic models containing 'surprise' variables

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