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• catalog contributor b1390043.
• catalog contributor b1390044.
• catalog contributor b1390045.
• catalog created "1980.".
• catalog date "1980".
• catalog date "1980.".
• catalog dateCopyrighted "1980.".
• catalog description "Bibliography: p. [349]-355.".
• catalog description "pt. I. Theory. The analysis of economic time series -- Regression models with simple dynamic specification of the stochastic part -- Dynamic specifications for the stochastic part-autoregressions of general order -- First-order MA and mixed ARMA error specifications -- Distributed lag models with autocorrelated errors -- pt. II. Algorithms. The scope and use of the computer programs -- The AR program for a regression model with autoregressive disturbances -- The program ARMA for regression models with moving-average and mixed autoregressive moving-average error specifications -- The program DL1: autocorrelated error models with one distributed lag variable -- The program DL2: autocorrelated error models with two distributed lag variables -- The XTRA3 file of subroutines -- Appendix A. The relative information content of the ML estimators in the cases of stochastic and non-stochastic initial values -- Appendix B. On the transpose of a matrix with respect to its North-East South-West diagonal -- Appendix C. Appropriate iterative relations for computation of the ML estimators in the case of stochastic initial values (m=2) -- Appendix D. Derivation of the asymptotic variance matrix for the first-order mixed autoregressive moving-average error specification -- Appendix E. Forecasting levels of the dependent variable in log-linear autocorrelated disturbance models.".
• catalog extent "363 p. ;".
• catalog hasFormat "Dynamic regression.".
• catalog identifier "0470269391 (Halsted Press) :".
• catalog isFormatOf "Dynamic regression.".
• catalog isPartOf "Computers and their applications".
• catalog issued "1980".
• catalog issued "1980.".
• catalog language "eng".
• catalog publisher "Chichester, Eng. : E. Horwood ; New York : Halsted Press,".
• catalog relation "Dynamic regression.".
• catalog subject "QA278.2 .P37".
• catalog subject "Regression analysis Data processing.".
• catalog tableOfContents "pt. I. Theory. The analysis of economic time series -- Regression models with simple dynamic specification of the stochastic part -- Dynamic specifications for the stochastic part-autoregressions of general order -- First-order MA and mixed ARMA error specifications -- Distributed lag models with autocorrelated errors -- pt. II. Algorithms. The scope and use of the computer programs -- The AR program for a regression model with autoregressive disturbances -- The program ARMA for regression models with moving-average and mixed autoregressive moving-average error specifications -- The program DL1: autocorrelated error models with one distributed lag variable -- The program DL2: autocorrelated error models with two distributed lag variables -- The XTRA3 file of subroutines -- Appendix A. The relative information content of the ML estimators in the cases of stochastic and non-stochastic initial values -- Appendix B. On the transpose of a matrix with respect to its North-East South-West diagonal -- Appendix C. Appropriate iterative relations for computation of the ML estimators in the case of stochastic initial values (m=2) -- Appendix D. Derivation of the asymptotic variance matrix for the first-order mixed autoregressive moving-average error specification -- Appendix E. Forecasting levels of the dependent variable in log-linear autocorrelated disturbance models.".
• catalog title "Dynamic regression : theory and algorithms / M. H. Pesaran and L. J. Slater.".
• catalog type "text".