Covariance of Estimated Parameters in ARMA Regression Models

Published Date
Copyright 1977
Book: Annals of Economic and Social Measurement, Volume 6, number 1
Book editor: Sanford V. Berg
PUBLISHER: NBER
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  • Annals of Economic and Social Measurement, Volume 6, number 1 (NBER, 1977), https://www.nber.org/books-and-chapters/annals-economic-and-social-measurement-volume-6-number-1/covariance-estimated-parameters-arma-regression-models.

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