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Linear Models with Correlated Disturbances - Lecture Notes in Economics and Mathematical Systems Paul Knottnerus Softcover reprint of the original 1st ed. 1991 edition
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Linear Models with Correlated Disturbances - Lecture Notes in Economics and Mathematical Systems
Paul Knottnerus
In Chapter 2 attention is paid to a generalization of the well-known first order autocorrelation transformation of a linear regression model with disturbances that follow a first order Markov scheme.
204 pages, 1 black & white illustrations, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | May 7, 1991 |
| ISBN13 | 9783540539018 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 196 |
| Dimensions | 170 × 244 × 11 mm · 344 g |
| Language | German |
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