The effects of differencing on the Gaussian likelihood of models with unobservable stochastics trends : a simple example
Year of publication: |
2009
|
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Authors: | Bergstrom, Albert R. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 4, p. 903-913
|
Subject: | Schätztheorie | Estimation theory |
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