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The Lower Triangular Matrix Associated with an Autoregressive Process

Published online by Cambridge University Press:  18 October 2010

Badi H. Baltagi
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Type
Solutions
Information
Econometric Theory , Volume 5 , Issue 3 , December 1989 , pp. 461 - 463
Copyright
Copyright © Cambridge University Press 1989

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References

REFERENCES

1.Johnston, J.Econometric methods. New York: McGraw-Hill, 1984.Google Scholar
2.Lempers, F.B. & Kloek, T.. On a simple transformation for second-order autocorrelated disturbances in regression analysis. Statistica Neerlandica 27 (1973): 69–75.CrossRefGoogle Scholar