000			01509cam a22003017 4500
001			w0082
003			NBER
005			20211020115543.0
006			m o d
007			cr cnu||||||||
008			210910s1975 mau fo 000 0 eng d
100	1		_aHill, Richard W.
245	1	0	_aCertain Aspects of Generalized Box-Jenkins Models / _cRichard W. Hill.
260			_aCambridge, Mass. _bNational Bureau of Economic Research _c1975.
300			_a1 online resource: _billustrations (black and white);
490	1		_aNBER working paper series _vno. w0082
500			_aMay 1975.
520	3		_aWe define a class of models that are generalizations of regression models and moving average-autoregressive time series models. Then we investigate the asymptotic and computational properties of the maximum likelihood estimator, with numerical examples. The main conclusion is that care must be exercised when using simple approximations to the covariance matrix of the estimates.
530			_aHardcopy version available to institutional subscribers
538			_aSystem requirements: Adobe [Acrobat] Reader required for PDF files.
538			_aMode of access: World Wide Web.
588	0		_aPrint version record
710	2		_aNational Bureau of Economic Research.
830		0	_aWorking Paper Series (National Bureau of Economic Research) _vno. w0082.
856	4	0	_uhttps://www.nber.org/papers/w0082
856			_yAcceso en línea al DOI _uhttp://dx.doi.org/10.3386/w0082
942			_2ddc _cW-PAPER
999			_c348521 _d307083