An asymptotic justification for a modified GLS procedure to estimate ARMA parameters

J.L. van der Leeuw, H.H. Tigelaar

Research output: Book/ReportReportProfessional

287 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
VolumeFEW 662
Publication statusPublished - 1994

Publication series

NameResearch memorandum / Tilburg University, Department of Economics
VolumeFEW 662

Keywords

  • ARMA Models
  • econometrics

Cite this

van der Leeuw, J. L., & Tigelaar, H. H. (1994). An asymptotic justification for a modified GLS procedure to estimate ARMA parameters. (Research memorandum / Tilburg University, Department of Economics; Vol. FEW 662). Unknown Publisher.
van der Leeuw, J.L. ; Tigelaar, H.H. / An asymptotic justification for a modified GLS procedure to estimate ARMA parameters. Unknown Publisher, 1994. (Research memorandum / Tilburg University, Department of Economics).
@book{01f8dc9683134917b804227ed855381c,
title = "An asymptotic justification for a modified GLS procedure to estimate ARMA parameters",
keywords = "ARMA Models, econometrics",
author = "{van der Leeuw}, J.L. and H.H. Tigelaar",
note = "Pagination: 13, vii",
year = "1994",
language = "English",
volume = "FEW 662",
series = "Research memorandum / Tilburg University, Department of Economics",
publisher = "Unknown Publisher",

}

van der Leeuw, JL & Tigelaar, HH 1994, An asymptotic justification for a modified GLS procedure to estimate ARMA parameters. Research memorandum / Tilburg University, Department of Economics, vol. FEW 662, vol. FEW 662, Unknown Publisher.

An asymptotic justification for a modified GLS procedure to estimate ARMA parameters. / van der Leeuw, J.L.; Tigelaar, H.H.

Unknown Publisher, 1994. (Research memorandum / Tilburg University, Department of Economics; Vol. FEW 662).

Research output: Book/ReportReportProfessional

TY - BOOK

T1 - An asymptotic justification for a modified GLS procedure to estimate ARMA parameters

AU - van der Leeuw, J.L.

AU - Tigelaar, H.H.

N1 - Pagination: 13, vii

PY - 1994

Y1 - 1994

KW - ARMA Models

KW - econometrics

M3 - Report

VL - FEW 662

T3 - Research memorandum / Tilburg University, Department of Economics

BT - An asymptotic justification for a modified GLS procedure to estimate ARMA parameters

PB - Unknown Publisher

ER -

van der Leeuw JL, Tigelaar HH. An asymptotic justification for a modified GLS procedure to estimate ARMA parameters. Unknown Publisher, 1994. (Research memorandum / Tilburg University, Department of Economics).