selected publications
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article
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A simplified GLS estimator for autoregressive moving-average models..
Applied Economics Letters.
5:247-250.
1998
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The consequences of a potential pitfall in approximate GLS estimation of the regression model with ARMA(p, q) disturbances..
Applied Economics Letters.
5:469-472.
1998
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Convenient methods for estimation of linear regression models with MA(q) disturbances..
Canadian Journal of Economics.
29:309-317.
1996
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A New Approximate GLS Estimator for the Regression Model with MA(1) Disturbances..
Bulletin of Economic Research.
39:171-177.
1987
-
A simplified GLS estimator for autoregressive moving-average models..
Applied Economics Letters.
5:247-250.
1998