Efficiency of iterative estimators in the regression model with AR(1) disturbances
- 30 September 1985
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 29 (3) , 275-287
- https://doi.org/10.1016/0304-4076(85)90156-3
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This publication has 4 references indexed in Scilit:
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- A Maximum Likelihood Procedure for Regression with Autocorrelated ErrorsEconometrica, 1978
- The Validity of Nagar's Expansion for the Moments of Econometric EstimatorsEconometrica, 1974
- The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous EquationsEconometrica, 1959