Estimating predictions, prediction errors and their standard deviations using constructed variables

Estimating predictions, prediction errors and their standard deviations using constructed variables

Pagan, A. R., (1983)

Exact maximum likelihood estimation of regression models with finite order moving average errors

Pagan, A. R., (1976)

The estimation and use of models with moving average disturbance terms : a survey

Nicholls, D. F., (1975)