What people are saying - Write a review
We haven't found any reviews in the usual places.
Other editions - View all
Aitken estimator approximation argument assume assumption asymptotic distribution asymptotic variance autocorrelation compute conclude consider consistent estimator context converges corresponding covariance matrix DEACM defined DEFINITION determine Dhrymes discussion distributed lag distributed lag model element Equation error term esti explanatory variables finite geometric distributed given Hence hypothesis i.i.d. random variables implies instrumental variables iteration lag coefficients lag generating function lag operator likelihood function linear mator maximum likelihood MCS and ML mean squared error mean zero ML estimator mutually independent nonstochastic normalized lag structure notation obeys observe obtain plim polynomial positive semidefinite prefiltering probability limit quantity rational lag reader REMARK residuals right member roots scalar scheme sequence specification spectral density stationary process suppose T-co Table third order terms tion TMSE true parameter vector uniformly Various Estimators write x-sequence z-transform