The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors
- 1 March 1992
- journal article
- Published by Cambridge University Press (CUP) in Econometric Theory
- Vol. 8 (01) , 95-111
- https://doi.org/10.1017/s0266466600010756
Abstract
No abstract availableKeywords
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