AR Versus MA Disturbance Terms

Richard Carter () and Arnold Zellner
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Richard Carter: University of Western Ontario & University of Calgary

Economics Bulletin, 2003, vol. 3, issue 21, 1-3

Abstract: We show how several models with moving average errors can be easily rewritten as models with autoregressive errors, thereby simplifying inference.

JEL-codes: C2 (search for similar items in EconPapers)
Date: 2003-09-08
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