A note on the estimation of dynamic regression models with autoregressive errors by means of the Cochrane-Arcutt procedure
by L. G. Godfrey. University of York, Institute for research in the Social Sciences. Institute of Social and Economic Research, Department of Economics and Related Studies
| Year of publication: |
[ca. 1982]
|
|---|---|
| Authors: | Godfrey, L. G. ; Wickens, M. R. ; Wickens, M. R. |
| Publisher: |
[Helsington] |
| Subject: | Statistik | Fehler | Korrelation und Regreassion | Wahrscheinlichkeit | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Einheitswurzeltest | Unit root test |
| Description of contents: |
A simple derivation of the limited information maximum likelihood estimator. By M. R. Wickens and M. R. Wickens
|
| Extent: | S. 81-85, 277-283 8° |
|---|---|
| Series: | Reprint series: economics ; Nr. 354 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Umschlagt. Aus: Economic letters. Vol. 10,1982, Nr. 1-2;3-4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003627877