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Saturday, July 18, 2020 | History

2 edition of Convenient methods for estimation of linear regression models with MA(1) errors found in the catalog.

Convenient methods for estimation of linear regression models with MA(1) errors

Glenn M. MacDonald

# Convenient methods for estimation of linear regression models with MA(1) errors

## by Glenn M. MacDonald

Written in English

Subjects:
• Regression analysis.,
• Linear models (Statistics),
• Estimation theory.

• Edition Notes

Bibliography: p. 16-17.

Classifications The Physical Object Statement Glenn M. MacDonald, James G. MacKinnon. Series Discussion paper,, no. 540, Discussion paper (Queen"s University (Kingston, Ont.). Institute for Economic Research) ;, no. 540. Contributions MacKinnon, James G. LC Classifications QA278.2 .M28 1983 Pagination 20 p. ; Number of Pages 20 Open Library OL2597853M LC Control Number 85153532

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### Convenient methods for estimation of linear regression models with MA(1) errors by Glenn M. MacDonald Download PDF EPUB FB2

Convenient methods for estimation of linear regression models with MA(1) errors G L E N N M. MACDONALD University of Western Ontario and Economics Research Center/NoRC JAMES G.

MACKINNON Queen's University Abstract. This paper proposes computationally convenient methods for the estimation of linear regression models with first-order moving. Glenn M. MacDonald & James G. MacKinnon, "Convenient Methods for Estimation of Linear Regression Models with MA(1) Errors," Canadian Journal of Economics, Canadian Economics Association, vol.

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