Moments of OLS estimators in an autoregressive moving average model with explanatory variables
- 1 January 1986
- journal article
- Published by Elsevier in Economics Letters
- Vol. 21 (3) , 265-269
- https://doi.org/10.1016/0165-1765(86)90186-2
Abstract
No abstract availableKeywords
This publication has 1 reference indexed in Scilit:
- On the sampling distribution of improved estimators for coefficients in linear regressionJournal of Econometrics, 1974