文章基本信息
- 标题：AR Versus MA Disturbance Terms
- 本地全文：下载
- 作者：Richard Carter ; Arnold Zellner
- 期刊名称：Economics Bulletin
- 电子版ISSN：1545-2921
- 出版年度：2003
- 卷号：3
- 出版社：Economics Bulletin
- 摘要：We show how several models with moving average errors can be easily rewritten as models with autoregressive errors, thereby simplifying inference.
