Lee, Lung-Fei2009-11-122009-11-121978-11Lee, 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.https://hdl.handle.net/11299/54963en-USEstimation of Error Components Model with Arma (p,q) Time Component - An Exact GLS ApproachWorking Paper