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