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

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Name	Research memorandum / Tilburg University, Department of Economics
Volume	FEW 662

Keywords

@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",

}

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 -