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

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

Research output: Book/ReportReport

Original languageEnglish
PublisherUnknown Publisher
VolumeFEW 662
Publication statusPublished - 1994

Publication series

NameResearch memorandum / Tilburg University, Department of Economics
VolumeFEW 662

Keywords

  • ARMA Models
  • econometrics

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