A new approximate GLS estimator for the linear regression model with ARMA(\(p,q\)) disturbances
type: Item
instance of: scholarly article
title: A new approximate GLS estimator for the linear regression model with ARMA(\(p,q\)) disturbances
zbMATH Open document ID: 0875.90204
DOI: 10.1016/0165-1765(94)00603-Y
author: Askar H. Choudhury
author: Simon Power
published in: Economics Letters
publication date: 1997-02-28T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 985641
MaRDI profile type: Publication
cites work: Analysis of autoregressive-moving average models: Estimation and prediction
cites work: Generalized Least Squares with an Estimated Autocovariance Matrix
cites work: An algorithm for the exact likelihood of a mixed autoregressive-moving average process
cites work: Q3847819
cites work: Computation of the exact likelihood function of an arima process
cites work: Q3900875
cites work: Q3918956
cites work: Linear models with correlated disturbances
cites work: Linear Methods for Estimating Arma and Regression Models with Serial Correlation
cites work: The exact likelihood function for a mixed autoregressive-moving average process
cites work: The Estimation and Use of Models with Moving Average Disturbance Terms: A Survey
full work available at URL: 0165-1765(94)00603-y
OpenAlex ID: W2013109791
description: scientific article; zbMATH DE number 985641