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A Monte Carlo study of the relative efficiency of some estimators of regression models with moving average disturbances

A. C. Harvey

Publication Data

Title A Monte Carlo study of the relative efficiency of some estimators of regression models with moving average disturbances
Author A. C. Harvey
Contributor Ian D. McAvinchey
Publisher University of Aberdeen, Department of Political Economy
Publication date 1980
Publication location Aberdeen
Language English

Topics

Econometrics
Regression analysis

Catalogue Data

OBNB ID GB8040314
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 330.0182

ISBD

P1053 [1],20p.
P1042 Bibliography: p.19-20.

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A Monte Carlo study of the relative efficiency of some estimators of regression models with moving average disturbances by A. C. Harvey. Published by University of Aberdeen, Department of Political Economy in 1980. Publication and catalogue information, links to buy online and reader comments.