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Moving-Average Transformations in Classical Linear Models

Author

Listed:
  • J.C.R. Rowley

    (Queen's University)

  • D.A. Wilton

    (Queen's University)

Abstract

Economists are frequently compelled to use data which take inappropriate forms. One particular deficiency is discussed in the paper below; namely, the prior adjustment of economic time-series by moving average transformations. This discussion is restricted to regression analyses and data which satisfy the conditions for the classical linear model.

Suggested Citation

  • J.C.R. Rowley & D.A. Wilton, 1971. "Moving-Average Transformations in Classical Linear Models," Working Paper 66, Economics Department, Queen's University.
    • Handle: RePEc:qed:wpaper:66
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    File URL: http://qed.econ.queensu.ca/working_papers/papers/qed_wp_66.pdf
    File Function: First version 1971
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    References listed on IDEAS

    as
    1. J.C.R. Rowley & D.A. Wilton, 1971. "Quarterly Models of Wage Determination: Some New Efficient Estimates," Working Paper 51, Economics Department, Queen's University.
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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.

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    1. J.C.R. Rowley & D.A. Wilton, 1972. "Known Moving-Average Transformations and Autoregressive Processes," Working Paper 70, Economics Department, Queen's University.

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