Gains in efficiency from joint estimation of systems of autoregressive-moving average processes
- 30 November 1976
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 4 (4) , 331-348
- https://doi.org/10.1016/0304-4076(76)90024-5
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- The first-order moving average process: Identification, estimation and predictionJournal of Econometrics, 1974
- Analysis of Telephone Data: A Case Study of Forecasting Seasonal Time SeriesThe Bell Journal of Economics and Management Science, 1971
- On the Exact Covariance of Products of Random VariablesJournal of the American Statistical Association, 1969
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation BiasJournal of the American Statistical Association, 1962
- The Variance of the Product of K Random VariablesJournal of the American Statistical Association, 1962