A simple recursive estimation method for linear regression models with AR(p) disturbances
Work
Year: 1994
Type: article
Source: Statistical Papers
Authors Badi H. Baltagi, Qi Li
Institutions Texas A&M University, Indiana University Bloomington
Cites: 18
Cited by: 4
Related to: 10
FWCI:
Citation percentile (by year/subfield): 72.35
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: closed