Estimation of Dynamic Models with Error Components (Q3953043)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Dynamic Models with Error Components |
scientific article |
Statements
1981
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pseudo maximum likelihood
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estimation of dynamic models
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autoregressive process
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covariance estimators
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conditional maximum likelihood estimators
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consistent estimator
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error components
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cross-section time series
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initial conditions
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Estimation of Dynamic Models with Error Components (English)
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