THE SMALL-SAMPLE PROPERTIES OF SOME PRELIMINARY TEST ESTIMATORS IN A LINEAR-MODEL WITH AUTO-CORRELATED ERRORS

被引：17

作者：

GRIFFITHS, WE

BEESLEY, PAA

机构：

来源：

关键词：

D O I：

10.1016/0304-4076(84)90036-8

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：49 / 61

页数：13

共 17 条

ANSLEY, CF ;

NEWBOLD, P .

BEACH, CM ;

MACKINNON, JG .

[3] USEFUL INVARIANCE RESULTS FOR GENERALIZED REGRESSION-MODELS [J].

BREUSCH, TS .

[4] PROBLEMS WITH THE ESTIMATION OF MOVING AVERAGE PROCESSES [J].

DAVIDSON, JEH .

[5] SPECIFICATION OF DISTURBANCE FOR EFFICIENT ESTIMATION [J].

ENGLE, RF .

[6]

ENGLE RF, 1976, ECONOMETRICA, V46, P149

[7]

FOMBY TB, 1978, J ECONOMETRICS, V8, P203

[8] ON COMPARING REGRESSION-MODELS IN LEVELS AND 1ST DIFFERENCES [J].

HARVEY, AC .

[9]

Judge G., 1980, THEORY PRACTICE ECON

[10]

JUDGE GG, 1978, STATISTICAL IMPLICAT