A new approximate GLS estimator for the linear regression model with ARMA(p, q) disturbances
| Year of publication: |
1995
|
|---|---|
| Authors: | Choudhury, Askar H. ; Power, Simon |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 48.1995, 2, p. 119-127
|
| Publisher: |
Elsevier |