We review the research of the late Edward J. Hannan. Hannan contributed deeply and influentially to the development of econometric time series analysis, both in the elegance and incisiveness of his technical work and in his invention of new methodology.
ARMA models ARMAX models Band-spectrum regression Econometrics Errors in variables Hannan, E. Hannan-efficient estimation Heteroscedasticity Maximum likelihood Semi-parametric estimation Statistics and economics Time series analysis Whittle estimation
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Robinson, P. 1994. Edward J. Hannan, 1921–1994. Journal of Time Series Analysis 15: 563–576.CrossRefGoogle Scholar