All Rights Reserved
AccessEcon LLC 2006, 2008.
Powered by MinhViet JSC
ralph lauren polo

Richard Carter and Arnold Zellner
''AR Versus MA Disturbance Terms''
( 2003, Vol. 3 No.21 )
We show how several models with moving average errors can be easily rewritten as models with autoregressive errors, thereby simplifying inference.
JEL: C2 - Single Equation Models; Single Variables: General
Manuscript Received : Jun 11 2003 Manuscript Accepted : Sep 08 2003

  This abstract has been downloaded 785 times                The Full PDF of this paper has been downloaded 87725 times