Estimation of a general linear model with an unobservable stochastic variable
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Publication:900087
DOI10.1016/0165-1765(88)90145-0zbMath1328.62640OpenAlexW2089986234MaRDI QIDQ900087
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(88)90145-0
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) 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
- A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models
- On the Estimation of Structural Change: A Generalization of the Random Coefficients Regression Model
- Exact Maximum Likelihood Estimation of a Regression Equation with a First-Order Moving-Average Error
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