Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation
Jimmy Skoglund
| Year of publication: |
2001
|
|---|---|
| Authors: | Skoglund, Jimmy |
| Published in: |
Essays on Random Effects models and GARCH. - Stockholm : EFI, ISBN 91-7258-553-6. - 2001, p. 39-88
|
| Subject: | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturverz. S. 87 - 88 In: Essays on random effects model and GARCH |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001590176