• Title of article

    A new approximate GLS estimator for the linear regression model with ARMA(p, q) disturbances

  • Author/Authors

    Askar H. Choudhury، نويسنده , , Simon Power، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1995
  • Pages
    9
  • From page
    119
  • To page
    127
  • Abstract
    This paper introduces a new approximate GLS estimator for the linear regression model with ARMA(p, q) disturbances, which involves a simple two-step transformation procedure and is readily implemented using any basic econometrics package.
  • Journal title
    Economics Letters
  • Serial Year
    1995
  • Journal title
    Economics Letters
  • Record number

    433907

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=433907