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.
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Online Access:Connect to the full text of this electronic book
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by Knottnerus, Paul, 1948-
Published 1991
Book