Convenient methods for estimation of linear regression models with MA(1) errors

Author(s)

• MacDonald, Glenn M.
• MacKinnon, James G.

Bibliographic Information

Convenient methods for estimation of linear regression models with MA(1) errors

Glenn M. MacDonald, James G. MacKinnon

（Institute for economic research, . Discussion paper ; no. 540）

Institute for Economic Research, Queen's University, 1983

Revised

Note

Bibliography: p. 16-17

• NCID: BA32836405
• LCCN: 85153532
• Country Code: cn
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Kingston, Ont., Canada
• Pages/Volumes: 20 p.
• Size: 28 cm
• Classification:
  • LCC : QA278.2
  • DC19 : 519.5/36
• Subject Headings:
  • LCSH : Regression analysis
  • LCSH : Linear models (Statistics)
  • LCSH : Estimation theory
• Parent Bibliography ID:
  • BA32836314