Maximum likelihood estimation of the dynamic shock-error model
type: Item
instance of: scholarly article
title: Maximum likelihood estimation of the dynamic shock-error model
zbMATH Open document ID: 0692.62093
DOI: 10.1016/0304-4076(89)90045-6
author: Damayanti Ghosh
published in: Journal of Econometrics
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 4133377
zbMATH Keywords: asymptotic normality
zbMATH Keywords: consistency
zbMATH Keywords: time domain
zbMATH Keywords: dynamic shock-error model
zbMATH Keywords: state-space representation
zbMATH Keywords: Kalman filtering
zbMATH Keywords: maximum likelihood estimates
zbMATH Keywords: consistent estimate of the information matrix
MaRDI profile type: Publication
full work available at URL: 0304-4076(89)90045-6
OpenAlex ID: W2072967894
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description: scientific article; zbMATH DE number 4133377