Exact Maximum Likelihood Estimation of a Regression Equation with a First-Order Moving-Average Error
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Publication:5184324
DOI10.2307/2296586zbMath0275.62059OpenAlexW2150101692MaRDI QIDQ5184324
Publication date: 1973
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2296586
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
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