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SOLUTIONS: Equivalence between OLS and GLS Estimators for Linear Regression Models with AR(1) and MA(1) Errors

Published online by Cambridge University Press:  11 February 2009

S.K. Sapra
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Type
Notes and Problems
Information
Econometric Theory , Volume 12 , Issue 2 , June 1996 , pp. 404
Copyright
Copyright © Cambridge University Press 1996

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References

REFERENCES

Anderson, T.W. (1971) Statistical Analysis of Time Series. New York: Wiley.Google Scholar