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Volumn 44, Issue 1, 1997, Pages 1-9

Estimation in a linear model with serially correlated errors when observations are missing

Author keywords

[No Author keywords available]

Indexed keywords

ASYMPTOTIC STABILITY; COMPUTER SIMULATION; CORRELATION METHODS; ERROR ANALYSIS; MATHEMATICAL MODELS; MONTE CARLO METHODS;

EID: 0031141472     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-4754(97)00002-5     Document Type: Article
Times cited : (2)

References (12)
  • 1
    • 0001826397 scopus 로고
    • A maximum likelihood procedure for regression with autocorrelated errors
    • C.M. Beach and J.G. MacKinnon, A maximum likelihood procedure for regression with autocorrelated errors, Econometrica 46(1) (1971) 51-58.
    • (1971) Econometrica , vol.46 , Issue.1 , pp. 51-58
    • Beach, C.M.1    MacKinnon, J.G.2
  • 2
    • 84947352928 scopus 로고
    • Application of least squares regressions to relationships containing autocorrelated error terms
    • D. Cochrane and G.H. Orcutt, Application of least squares regressions to relationships containing autocorrelated error terms, J. Amer. Statist. Assoc. 44(1) (1949) 32-62.
    • (1949) J. Amer. Statist. Assoc. , vol.44 , Issue.1 , pp. 32-62
    • Cochrane, D.1    Orcutt, G.H.2
  • 3
    • 0018424432 scopus 로고
    • Maximum likelihood estimation of regression models with autoregressive-moving average disturbances
    • A.C. Harvey and G.D. Phillips, Maximum likelihood estimation of regression models with autoregressive-moving average disturbances, Biometrika 66(1) (1979) 49-58.
    • (1979) Biometrika , vol.66 , Issue.1 , pp. 49-58
    • Harvey, A.C.1    Phillips, G.D.2
  • 4
    • 0001353940 scopus 로고
    • Maximum likelihood fitting of ARMA models to time series with missing observations
    • R.H. Jones, Maximum likelihood fitting of ARMA models to time series with missing observations, Technometrics 22(3) (1980) 389-395.
    • (1980) Technometrics , vol.22 , Issue.3 , pp. 389-395
    • Jones, R.H.1
  • 5
    • 0001161060 scopus 로고    scopus 로고
    • On efficient estimation and correct inference in models with generated regressors: A general approach
    • C.R. McKenzie and M. McAleer, On efficient estimation and correct inference in models with generated regressors: A general approach, Japanese Econom. Rev. 48(4) (1997).
    • (1997) Japanese Econom. Rev. , vol.48 , Issue.4
    • McKenzie, C.R.1    McAleer, M.2
  • 6
    • 0000706085 scopus 로고
    • A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
    • W.K. Newey and K.D. West, A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix, Econometrica 55 (1987) 703-708.
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.K.1    West, K.D.2
  • 7
    • 84963043455 scopus 로고
    • Two stage and related estimators and their applications
    • A. Pagan, Two stage and related estimators and their applications, Rev. Econom. Stud. 53 (1986) 517-538.
    • (1986) Rev. Econom. Stud. , vol.53 , pp. 517-538
    • Pagan, A.1
  • 9
    • 0039584429 scopus 로고
    • Efficient estimation of simultaneous equation systems
    • T.J. Rothenberg and C.T. Leenders, Efficient estimation of simultaneous equation systems, Econometrica 32(1-2) (1964) 57-76.
    • (1964) Econometrica , vol.32 , Issue.1-2 , pp. 57-76
    • Rothenberg, T.J.1    Leenders, C.T.2
  • 11
    • 0022202601 scopus 로고
    • Estimation in a linear model with serially correlated errors when observations are missing
    • T. Wansbeek and A. Kapteyn, Estimation in a linear model with serially correlated errors when observations are missing, Internat. Econom. Rev. 26(2) (1985) 469-490.
    • (1985) Internat. Econom. Rev. , vol.26 , Issue.2 , pp. 469-490
    • Wansbeek, T.1    Kapteyn, A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.