The Estimation of Mixed Regression, Autoregression, Moving Average, and Distributed Lag Models

• 1 May 1972
• journal article
• Published by JSTOR in Econometrica
• Vol. 40  (3) , 529
• https://doi.org/10.2307/1913183

Abstract

Keywords

• AUTOREGRESSION
• MIXED REGRESSION
• MOVING AVERAGE
• ESTIMATION OF MIXED
• DISTRIBUTED LAG

All Related Versions

• Version 1, RePEc (Unconfirmed version)