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A note on the exact transformation associated with the first-order moving average process

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  • Balestra, Pietro

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  • Balestra, Pietro, 1980. "A note on the exact transformation associated with the first-order moving average process," Journal of Econometrics, Elsevier, vol. 14(3), pages 381-394, December.
    • Handle: RePEc:eee:econom:v:14:y:1980:i:3:p:381-394
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    Cited by:

    1. Eugene Kouassi & Kern O. Kymn, 2008. "Prediction in the two-way random-effect model with heteroskedasticity," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(5), pages 451-463.
    2. Shonkwiler, John Scott & Hinckley, Suzanne, 1985. "A Generalized Supply Response/Factor Demand Model And Its Application To The Feeder Cattle Market," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 10(2), pages 1-9, December.
    3. Seuck Song & Byoung Jung, 2002. "BLUP in the panel regression model with spatially and serially correlated error components," Statistical Papers, Springer, vol. 43(4), pages 551-566, October.
    4. Wen‐Den Chen, 2006. "An approximate likelihood function for panel data with a mixed ARMA(p, q) remainder disturbance model," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(6), pages 911-921, November.
    5. Jeske, Roland & Butefisch, Thomas & Song, Seuck Heun, 1996. "The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process," Economics Letters, Elsevier, vol. 52(3), pages 235-240, September.
    6. Robert F. Phillips, 2012. "On computing generalized least squares and maximum-likelihood estimates of error-components models with incomplete panels and correlated disturbances," Economics Bulletin, AccessEcon, vol. 32(4), pages 3017-3024.
    7. Hazard, Suzanne & Shonkwiler, J. Scott, 1984. "The Use of Expectations In Agricultural Supply Response," 1984 Annual Meeting, August 5-8, Ithaca, New York 278895, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

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