Hostname: page-component-745bb68f8f-s22k5 Total loading time: 0 Render date: 2025-01-10T22:33:36.423Z Has data issue: false hasContentIssue false
  • English
  • Français

An Approximate Transformation for the Error Component Model with MA(q) Disturbances

Published online by Cambridge University Press:  11 February 2009

Badi H. Baltagi  and
Qi Li
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Solutions
Information
Econometric Theory , Volume 9 , Issue 4 , August 1993 , pp. 692 - 694
Copyright
Copyright © Cambridge University Press 1993

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

1Choudhury, A.H. & St. Louis, R.D.. A note on Park and Heikes' (1983) modified approximate estimator for the first-order moving-average process. Journal of Econometrics 46 (1990): 399–406.Google Scholar
2Fuller, W.A. & Battese, G.E.. Estimation of linear models with cross-error structure. Journal of Econometrics 2 (1974): 67–78.Google Scholar
3Wansbeek, T. & Kapteyn, A.. A simple way to obtain the spectral decomposition of variance components models for balanced data. Communications in Statistics A11 (1982): 2105–2112.CrossRefGoogle Scholar
4Wansbeek, T. & Kapteyn, A.. A note on spectral decomposition and maximum likelihood estimation of ANOVA models with balanced data. Statistics and Probability Letters 1 (1983): 213–215.CrossRefGoogle Scholar