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WIENER KOLMOGOROV FILTERING, FREQUENCY-SELECTIVE FILTERING, AND POLYNOMIAL REGRESSION
Pollock, D.S.G. - In: Econometric Theory 23 (2007) 01, pp. 71-88
Persistent link: https://www.econbiz.de/10005250058
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Matrix Differential Calculus Jan R. Magnus and Heinz Neudecker John Wiley and Sons, 1988Linear Structures Jan R. Magnus Charles Griffin and Co., 1988
Pollock, D.S.G. - In: Econometric Theory 5 (1989) 01, pp. 161-165
Persistent link: https://www.econbiz.de/10008739426
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The Estimation of Linear Stochastic Models with Covariance Restrictions
Pollock, D.S.G. - In: Econometric Theory 4 (1988) 03, pp. 403-427
The purpose of this paper is to provide a systematic treatment of the problem of estimation in systems of linear stochastic equations where some of the disturbances are uncorrelated and where the identifying equations are equivalent to a linear system.
Persistent link: https://www.econbiz.de/10008739821