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zbMath0485.62105MaRDI QIDQ3945449

Lung-fei Lee

Publication date: 1981

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

consistency efficiency bias maximum likelihood estimators ARMA processes exact likelihood function concentrated likelihood function pseudo maximum likelihood estimates large number of cross-sectional units short time periods

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Formulation and estimation of dynamic models using panel data

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