Linear Models with Correlated Disturbances /

The main aim of this volume is to give a survey of new and old estimation techniques for regression models with correlated disturbances, especially with autoregressive-moving average disturbances. In nearly all chapters the usefulness of the simple geometric interpretation of the classical ordinary...

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Bibliographic Details

Main Author:	Knottnerus, Paul
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 1991.
Series:	Lecture notes in economics and mathematical systems ; 358.
Subjects:	Economics. Statistics. Engineering mathematics. Telecommunication. Electronic books.
Online Access:	Connect to the full text of this electronic book