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Efficiency of iterative estimators in the regression model with AR(1) disturbances

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  • MAGEE, Lonnie

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  • MAGEE, Lonnie, 1985. "Efficiency of iterative estimators in the regression model with AR(1) disturbances," LIDAM Reprints CORE 675, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:675
    DOI: 10.1016/0304-4076(85)90156-3
    Note: In : Journal of Econometrics, 29, 275-287, 1985
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    Cited by:

    1. Symeonides Spyridon D. & Karavias Yiannis & Tzavalis Elias, 2017. "Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors," Journal of Time Series Econometrics, De Gruyter, vol. 9(1), pages 1-41, January.
    2. Magdalinos, Michael A. & Symeonides, Spyridon D., 1995. "Alternative size corrections for some GLS test statistics the case of the AR(1) model," Journal of Econometrics, Elsevier, vol. 66(1-2), pages 35-59.
    3. Yong Bao & Aman Ullah, 2009. "Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications," Working Papers 200907, University of California at Riverside, Department of Economics, revised Jun 2009.

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