Exact likelihood function for a regression model with MA(1) errors
Year of publication: |
1987
|
---|---|
Authors: | Pereira, Pedro L. Valls |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 2.1987, p. 145-149
|
Subject: | Schätztheorie | Estimation theory |
-
Feng, Guohua, (2015)
-
Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua, (2024)
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
- More ...
-
Filtragem e Previsão com Modelos de Voltalidade: Voltalidade Estocastica versus GARCH
Herencia, Maurício Zevallos, (1998)
-
Analysis of the volatility's dependency structure during the subprime crisis
Arruda, Bruno P., (2013)
-
Credit shocks and monetary policy in Brazil: A structural FAVAR approach
Fonseca, Marcelo Gonçalves da Silva, (2014)
- More ...