Moving-Average Transformations in Classical Linear Models

J.C.R. Rowley and D.A. Wilton
Additional contact information
J.C.R. Rowley: Queen's University
D.A. Wilton: Queen's University

No 66, Working Paper from Economics Department, 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.

Pages: 9 pages
Date: 1971-11
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://qed.econ.queensu.ca/working_papers/papers/qed_wp_66.pdf First version 1971 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:qed:wpaper:66

Access Statistics for this paper

More papers in Working Paper from Economics Department, Queen's University Contact information at EDIRC.
Bibliographic data for series maintained by Mark Babcock ().