Estimation of Time-Series Regressions with Autoregressive Disturbances and Missing Observations

José A. F. Machado, J. Roderick McCrorie, Jeremy Penzer

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@article{c420010068264d8d98320713099d8bad,

title = "Estimation of Time-Series Regressions with Autoregressive Disturbances and Missing Observations",

author = "Machado, {Jos{\'e} A. F.} and McCrorie, {J. Roderick} and Jeremy Penzer",

year = "1998",

month = oct,

doi = "10.1017/S0266466600006319",

language = "English",

volume = "14",

pages = "689--691",

journal = "Econometric Theory",

issn = "0266-4666",

publisher = "Cambridge University Press",

number = "5",

}

TY - JOUR

T1 - Estimation of Time-Series Regressions with Autoregressive Disturbances and Missing Observations

AU - Machado, José A. F.

AU - McCrorie, J. Roderick

AU - Penzer, Jeremy

PY - 1998/10

Y1 - 1998/10

UR - http://www.scopus.com/inward/record.url?scp=85012562080&partnerID=8YFLogxK

U2 - 10.1017/S0266466600006319

DO - 10.1017/S0266466600006319

M3 - Article

AN - SCOPUS:85012562080

SN - 0266-4666

VL - 14

SP - 689

EP - 691

JO - Econometric Theory

JF - Econometric Theory

IS - 5

ER -