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The estimation and use of models with moving average disturbance terms: A survey

Nicholls D; Pagan Adrian; Terrell R (Wiley-Blackwell, 1975)

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Exact maximum likelihood estimation of regression models with finite order moving average errors

Pagan Adrian; Nicholls D (Wiley-Blackwell, 1976)

The article presents information on exact maximum likelihood estimation of regression models with finite order moving average errors. A number of procedures for the estimation of models with moving average error specifications ...
Specification of the disturbance for efficient estimation - An extendeed analysis

Nicholls D; Pagan Adrian (Wiley, 1977)

IN A RECENT ARTICLE Robert Engle [2] explored the extent of the sin practicing econometricians commit when approximating the true autocorrelation function of the disturbances in a regression by some finite parameter scheme, ...

Now showing items 1-3 of 3