Multiple cause model with autocorrelated errors: a gain in efficiency analysis

DOI10.1016/0165-1765(87)90161-3zbMath1328.62639OpenAlexW1588194168MaRDI QIDQ899926

Keshab Shrestha

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(87)90161-3

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites Work

• Analysis of Regressions Containing Serially Correlated and Serially Uncorrelated Error Components
• Computational aspects of maximum likelihood estimation and reduction in sensitivity function calculations
• Exact Maximum Likelihood Estimation of a Regression Equation with a First-Order Moving-Average Error
• Estimation of Regression Relationships Containing Unobservable Independent Variables

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