Moving-Average Transformations in Classical Linear Models

J.C.R. Rowley and D.A. Wilton
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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
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Citations: View citations in EconPapers (1)

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