A note on the maximum likelihood estimation of regression models with first order moving average errors with roots on the unit circle
M. H: Pesaran . University of Cambridge, Department of Applied Economics
| Year of publication: |
1985
|
|---|---|
| Authors: | Pesaran, M. H: |
| Publisher: |
Cambridge |
| Subject: | Statistik | Schätzmethodik und Testmethodik | Korrelation und Regression | Schätztheorie | Estimation theory |
| Extent: | S. 443-448 8° |
|---|---|
| Series: | Economics reprint ; Nr 91 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Umschlagt. Aus: The Australian journey of statistics. 25 <3>. 1983 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003551638