AN ITERATIVE GLS PROCEDURE FOR ESTIMATING THE PARAMETERS OF MODELS WITH AUTO-CORRELATED ERRORS USING DATA AGGREGATED OVER TIME

被引:13
作者
WINDAL, PM [1 ]
WEISS, DL [1 ]
机构
[1] UNIV BRITISH COLUMBIA,VANCOUVER V6T 1W5,BC,CANADA
关键词
D O I
10.1086/296117
中图分类号
F [经济];
学科分类号
02 ;
摘要
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页码:415 / 424
页数:10
相关论文
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