Maximum likelihood estimation of regression models with first order moving average errors when the root lies on the unit circle
Year of publication: |
1983
|
---|---|
Authors: | Sargan, J. D. ; Bhargava, Alok |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 51.1983, 3, p. 799-820
|
Subject: | Ökonometrik Schätzung |
-
Buchholz, Rainer, (1985)
-
Posterior analysis of econometric models using Monte Carlo integration
Dijk, Herman K. van, (1984)
-
Keller, Klaus, (1978)
- More ...
-
Testing residuals from least squares regression for being generated by the Gaussian random walk
Sargan, J. D., (1983)
-
Estimating dynamic random effects models from panel data covering short time periods
Bhargava, Alok, (1983)
-
Diet Quality, Child Health, and Food Policies in Developing Countries
Bhargava, Alok, (2014)
- More ...