Lecture Notes in Economics and Mathematical Systems - Linear Models with Correlated Disturbances
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Published By Springer Berlin Heidelberg

9783540539018, 9783642483837

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Distributed Lag Models and Correlated Disturbances

Lecture Notes in Economics and Mathematical Systems - Linear Models with Correlated Disturbances ◽

10.1007/978-3-642-48383-7_6 ◽

1991 ◽

pp. 127-158

Author(s):

Paul Knottnerus

Keyword(s):

Distributed Lag ◽

Distributed Lag Models

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Computational Aspects of Data Transformations and Ansley’s Algorithm

Lecture Notes in Economics and Mathematical Systems - Linear Models with Correlated Disturbances ◽

10.1007/978-3-642-48383-7_3 ◽

1991 ◽

pp. 47-54

Author(s):

Paul Knottnerus

Keyword(s):

Data Transformations ◽

Computational Aspects

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Introduction

Lecture Notes in Economics and Mathematical Systems - Linear Models with Correlated Disturbances ◽

10.1007/978-3-642-48383-7_1 ◽

1991 ◽

pp. 1-6

Author(s):

Paul Knottnerus

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Estimation of Regression Models with Missing Observations and Serially Correlated Disturbances

Lecture Notes in Economics and Mathematical Systems - Linear Models with Correlated Disturbances ◽

10.1007/978-3-642-48383-7_5 ◽

1991 ◽

pp. 97-125

Author(s):

Paul Knottnerus

Keyword(s):

Regression Models ◽

Missing Observations

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Transformation Matrices and Maximum Likelihood Estimation of Regression Models with Correlated Disturbances

Lecture Notes in Economics and Mathematical Systems - Linear Models with Correlated Disturbances ◽

10.1007/978-3-642-48383-7_2 ◽

1991 ◽

pp. 7-45

Author(s):

Paul Knottnerus

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Regression Models ◽

Likelihood Estimation ◽

Transformation Matrices

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Test Strategies for Discriminating Between Autocorrelation and Misspecification

Lecture Notes in Economics and Mathematical Systems - Linear Models with Correlated Disturbances ◽

10.1007/978-3-642-48383-7_7 ◽

1991 ◽

pp. 159-175

Author(s):

Paul Knottnerus

Keyword(s):

Test Strategies

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GLS Estimation by Kalman Filtering

Lecture Notes in Economics and Mathematical Systems - Linear Models with Correlated Disturbances ◽

10.1007/978-3-642-48383-7_4 ◽

1991 ◽

pp. 55-95

Author(s):

Paul Knottnerus

Keyword(s):

Kalman Filtering ◽

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