Estimation and testing of regression disturbances based on modified likelihood functions (Q1299432)

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scientific article; zbMATH DE number 1327112
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English
Estimation and testing of regression disturbances based on modified likelihood functions
scientific article; zbMATH DE number 1327112

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    Estimation and testing of regression disturbances based on modified likelihood functions (English)
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    23 August 1999
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    marginal likelihood
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    profile likelihood
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    parameter orthogonality
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    maximum likelihood estimates
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    likelihood-based tests
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    MA(1)
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    AR(1) errors
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