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
by Institute for Economic Research, Queen"s University in Kingston, Ont., Canada
Written in English
Bibliography: p. 16-17.
|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|
|The Physical Object|
|Pagination||20 p. ;|
|Number of Pages||20|
|LC Control Number||85153532|
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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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Consistent estimation of linear regression models using matched data we demonstrate that the ordinary least squares estimator of the linear regression model using matched samples is inconsistent and has a non-standard convergence rate to its probability limit.
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The purpose of this appendix is to present basic concepts and results concerning ma-trices, linear algebra, and vector geometry. The focus is on topics that are employed in the main body of the book, and the style of presentation is informal rather than.Michael H Kutner Solutions.
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