Maximum likelihood estimation of regression models with first order moving average errors when the root lies on the unit circle
J. D. Sargan and Alok Bhargava
| Year of publication: |
1983
|
|---|---|
| Authors: | Sargan, J. D. ; Bhargava, Alok |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 51.1983, 3, p. 799-820
|
| Subject: | Ökonometrik Schätzung |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002730230