A note on an iterative least-squares estimation method for ARMA and VARMA models

George Kapetanios

Economics Letters, 2003, vol. 79, issue 3, 305-312

Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (11)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0165-1765(03)00005-3
Full text for ScienceDirect subscribers only

Related works:
Working Paper: A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models (2002)
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:eee:ecolet:v:79:y:2003:i:3:p:305-312

Access Statistics for this article

Economics Letters is currently edited by Economics Letters Editorial Office

More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().