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Linear Methods for Estimating Arma and Regression Models with Serial Correlation

✍ Scribed by Koreisha, Sergio; Pukkila, Tarmo

Book ID
120567787
Publisher
Taylor and Francis Group
Year
1990
Tongue
English
Weight
772 KB
Volume
19
Category
Article
ISSN
0361-0918

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πŸ“œ SIMILAR VOLUMES

On inference for a semiparametric partia
On inference for a semiparametric partially linear regression model with serially correlated errors
✍ Jinhong You; Gemai Chen πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 French βš– 980 KB

## Abstract The authors consider a semiparametric partially linear regression model with serially correlated errors. They propose a new way of estimating the error structure which has the advantage that it does not involve any nonparametric estimation. This allows them to develop an inference proce