The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process

Economics Letters

Volumn 52, Issue 3, 1996, Pages 235-240

  Jeske, Roland ^a   Bütefisch, Thomas ^a   Song, Seuck Heun ^a  

^a UNIVERSITY OF KONSTANZ   (Germany)

Author keywords

Efficiency of OLS; Greatest lower bound; MA(1) disturbances

Indexed keywords

EID: 0030222529     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(96)00863-4     Document Type: Article

References (11)

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