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.