Moments of OLS estimators in an autoregressive moving average model with explanatory variables

DOI10.1016/0165-1765(86)90186-2zbMath1328.62643OpenAlexW2131752377WikidataQ127683731 ScholiaQ127683731MaRDI QIDQ899843

Esfandiar Maasoumi, Aman Ullah

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90186-2

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

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Cites Work

• On the sampling distribution of improved estimators for coefficients in linear regression
• The Exact Moments of Ordinary Least Squares Estimators for Koyck Distributed Lag Models
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