SPECIFICATION OF DISTURBANCE FOR EFFICIENT ESTIMATION

[1] APPLICATION OF LEAST SQUARES REGRESSION TO RELATIONSHIPS CONTAINING AUTOCORRELATED ERROR TERMS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1949, 44 (245) : 32 - 61

[2] FISHMAN GS, 1969, SPECTRAL METHODS ECO

[3] TYPICAL SPECTRAL SHAPE OF AN ECONOMIC VARIABLE [J]. ECONOMETRICA, 1966, 34 (01) : 150 - &

[4] ON THE ESTIMATION OF REGRESSION COEFFICIENTS IN THE CASE OF AN AUTOCORRELATED DISTURBANCE [J]. ANNALS OF MATHEMATICAL STATISTICS, 1954, 25 (02): : 252 - 272

[5] GRENANDER U, 1957, STATISTICAL ANALYSIS, pCH7

[6] Grenander U., 1958, CALIFORNIA MONOGRAPH

[7] GRILICHES Z, 1969, J AM STAT ASSOC, V64, P253

[8] Hannan J., 2013, TECH NOTE, V43153

[9] Hildreth C., 1960, USDA TECHNICAL B, V276

[10] MONTHLY RECURSIVE ECONOMETRIC MODEL OF UNITED-STATES - TEST OF FEASIBILITY [J]. REVIEW OF ECONOMICS AND STATISTICS, 1969, 51 (01) : 1 - 13

[1] APPLICATION OF LEAST SQUARES REGRESSION TO RELATIONSHIPS CONTAINING AUTOCORRELATED ERROR TERMS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1949, 44 (245) : 32 - 61

[2] FISHMAN GS, 1969, SPECTRAL METHODS ECO

[3] TYPICAL SPECTRAL SHAPE OF AN ECONOMIC VARIABLE [J]. ECONOMETRICA, 1966, 34 (01) : 150 - &

[4] ON THE ESTIMATION OF REGRESSION COEFFICIENTS IN THE CASE OF AN AUTOCORRELATED DISTURBANCE [J]. ANNALS OF MATHEMATICAL STATISTICS, 1954, 25 (02): : 252 - 272

[5] GRENANDER U, 1957, STATISTICAL ANALYSIS, pCH7

[6] Grenander U., 1958, CALIFORNIA MONOGRAPH

[7] GRILICHES Z, 1969, J AM STAT ASSOC, V64, P253

[8] Hannan J., 2013, TECH NOTE, V43153

[9] Hildreth C., 1960, USDA TECHNICAL B, V276

[10] MONTHLY RECURSIVE ECONOMETRIC MODEL OF UNITED-STATES - TEST OF FEASIBILITY [J]. REVIEW OF ECONOMICS AND STATISTICS, 1969, 51 (01) : 1 - 13