Efficient estimation of models with composite disturbance terms
作者： Adrian Pagan
DOI: 10.1016/0304-4076(73)90019-5
关键词: Statistics 、 Estimation 、 Disturbance (geology) 、 Composite number 、 Mathematics
摘要:
elsevier.com
sci-hub.se 参考文章(13)
P. K. Trivedi, Inventory Behaviour in U.K. Manufacturing 1956–67 The Review of Economic Studies. ,vol. 37, pp. 517- 536 ,(1970) , 10.2307/2296482
G. Wilson, Factorization of the Covariance Generating Function of a Pure Moving Average Process SIAM Journal on Numerical Analysis. ,vol. 6, pp. 1- 7 ,(1969) , 10.1137/0706001
Dale W. Jorgenson, Rational Distributed Lag Functions Econometrica. ,vol. 34, pp. 135- ,(1966) , 10.2307/1909858
A. M. WALKER, Some consequences of superimposed error in time series analysis Biometrika. ,vol. 47, pp. 33- 43 ,(1960) , 10.1093/BIOMET/47.1-2.33
Edmond Malinvaud, A. Silvey, Statistical methods of econometrics ,(1970)
D. Couts, D. Grether, M. Nerlove, Forecasting Non-Stationary Economic Time Series Management Science. ,vol. 13, pp. 1- 21 ,(1966) , 10.1287/MNSC.13.1.1
Martin J. Bailey, PREDICTION OF AN AUTOREGRESSIVE VARIABLE SUBJECT BOTH TO DISTURBANCES AND TO ERRORS OF OBSERVATION Journal of the American Statistical Association. ,vol. 60, pp. 164- 181 ,(1965) , 10.1080/01621459.1965.10480781
Richard Stone, D. A. Rowe, The market demand for durable goods Econometrica. ,vol. 25, pp. 423- ,(1957) , 10.2307/1907959
Zvi Griliches, DISTRIBUTED LAGS: A SURVEY Econometrica. ,vol. 35, pp. 16- ,(1967) , 10.2307/1909382
George Edward Pelham Box, Gwilym M. Jenkins, Time series analysis, forecasting and control ,(1970)