Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
by Jan R. Magnus
| Year of publication: |
1977
|
|---|---|
| Authors: | Magnus, Jan R. |
| Publisher: |
Amsterdam : Univ., Instituut voor Actuariaat & Econometrie |
| Subject: | Ökonometrik | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | 33 S |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000665542