Transforming the error-components model for estimation with general ARMA disturbances
| Year of publication: |
1995
|
|---|---|
| Authors: | Galbraith, John W. ; Zinde-Walsh, Victoria |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 66.1995, 1-2, p. 349-355
|
| Publisher: |
Elsevier |