Estimation of Error Components Model with Arma (p,q) Time Component - An Exact GLS Approach

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Estimation of Error Components Model with Arma (p,q) Time Component - An Exact GLS Approach

Authors

Lee, Lung-Fei

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1978-11

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Center for Economic Research, Department of Economics, University of Minnesota

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Working Paper

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Center for Economic Research Discussion Papers

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Discussion Paper
104

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Lee, L., (1978), "Estimation of Error Components Model with Arma (p,q) Time Component - An Exact GLS Approach", Discussion Paper No. 104, Center for Economic Research, Department of Economics, University of Minnesota.

Suggested citation

Lee, Lung-Fei. (1978). Estimation of Error Components Model with Arma (p,q) Time Component - An Exact GLS Approach. Retrieved from the University Digital Conservancy, https://hdl.handle.net/11299/54963.

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