Consistent maximum-likelihood estimation with dependent observations : the general (non-normal) case
Year of publication: |
1986
|
---|---|
Authors: | Heymans, Risto D. H. ; Magnus, Jan R. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 32.1986, 2, p. 253-285
|
Subject: | Statistik | Wahrscheinlichkeit | Schätzmethodik und Testmethodik | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis |
-
Two stage and related estimators and their applications
Pagan, Adrian R., (1986)
-
Estimating multivariate arima models : when is close not good enough?
Bagshaw, Michael L., (1987)
-
Testing for individual effects in autoregressive models
Holtz-Eakin, Douglas, (1988)
- More ...
-
Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis
Klaasen, Franc J.G.M., (2006)
-
Ikefuji, Masako, (2011)
-
Climate change, economic growth, and health
Ikefuji, Masako, (2010)
- More ...