myriad 发表于 2025-3-25 06:51:54
GLS Estimation by Kalman Filtering,ession model when the disturbances follow an ARMA process with known parameters. The estimation can be carried out by applying the recursive Kaiman filter technique for the successive observations in the periods k+l,...,n, where k denotes the number of parameters to be estimated. By means of this apInordinate 发表于 2025-3-25 07:37:51
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Distributed Lag Models and Correlated Disturbances,oefficients. This special case is introduced in Section 2. A brief survey of the various estimation methods is given in Section 3. In Section 4 it is shown that Koyck’s consistent two-step estimator can be determined uniquely from particular OLS results in a simple and direct way. Section 5 is conceheirloom 发表于 2025-3-25 17:01:02
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Paul Knottnerusiginal chapters, where appropriate, and added a new chapter that includes short subjects representing substantial new development in ISV research since the publication of the first edition.978-3-642-27135-9978-3-642-13914-7Conquest 发表于 2025-3-26 10:08:46
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