Missing observations in the dynamic regression model

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@article{4d689d7c4d894ab6b8c3f682bb444710,

title = "Missing observations in the dynamic regression model",

author = "T.E. Nijman and F.C. Palm",

note = "Pagination: 22",

year = "1984",

language = "English",

volume = "52",

pages = "1415--1436",

journal = "Econometrica",

issn = "0012-9682",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "6",

}