Likelihood inference in an autoregression with fixed effects
Year of publication: |
October 2016
|
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Authors: | Dhaene, Geert ; Jochmans, Koen |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 32.2016, 5, p. 1178-1215
|
Subject: | Autokorrelation | Autocorrelation | Induktive Statistik | Statistical inference | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Bayes-Statistik | Bayesian inference |
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