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A Compendium on Estimation of the Autoregressive-Moving Average Model from Time Series Data

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  • Aigner, Dennis J

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  • Aigner, Dennis J, 1971. "A Compendium on Estimation of the Autoregressive-Moving Average Model from Time Series Data," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 12(3), pages 348-371, October.
    • Handle: RePEc:ier:iecrev:v:12:y:1971:i:3:p:348-71
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    Cited by:

    1. J.C.R. Rowley & D.A. Wilton, 1972. "Known Moving-Average Transformations and Autoregressive Processes," Working Paper 70, Economics Department, Queen's University.
    2. Yue Fang, 2005. "The Effect of the Estimation on Goodness‐of‐Fit Tests in Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 26(4), pages 527-541, July.
    3. M. Beatriz Mota Aragón & Faviola Hernández Jiménez, 2011. "Un modelo para evaluar el VPN mediante modelos autoregresivos," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, vol. 6(2), pages 66-87.
    4. Palm, Franz & Zellner, Arnold, 1981. "Large sample estimation and testing procedures for dynamic equation systems," Journal of Econometrics, Elsevier, vol. 17(1), pages 131-138, September.

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