Convenient methods for estimation of linear regression models with MA(1) errors

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Bibliographic Information

Title
"Convenient methods for estimation of linear regression models with MA(1) errors"
Statement of Responsibility
Glenn M. MacDonald, James G. MacKinnon
Publisher
  • Institute for Economic Research, Queen's University
  • Revised
Publication Year
  • 1983
Book size
28 cm

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Notes

Bibliography: p. 16-17

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