Narrow search
Showing 1 - 4 of 4
Cover Image
Specification and estimation of random effects models with serial correlation of general form
Skoglund, Jimmy; Karlsson, Sune - 2001
This paper is concerned with maximum likelihood based inference in random effects models with serial correlation … idiosyncratic errors. A straightforward maximum likelihood estimator is derived and a coherent model selection strategy is suggested …
Persistent link: https://www.econbiz.de/10010281265
Cover Image
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation
Skoglund, Jimmy; Karlsson, Sune - 2001
This paper considers the large sample behavior of the maximum likelihood estimator of random effects models with serial …
Persistent link: https://www.econbiz.de/10010281303
Cover Image
Specification and estimation of random effects models with serial correlation of general form
Skoglund, Jimmy; Karlsson, Sune - Economics Institute for Research (SIR), … - 2001
This paper is concerned with maximum likelihood based inference in random effects models with serial correlation … idiosyncratic errors. A straightforward maximum likelihood estimator is derived and a coherent model selection strategy is suggested …
Persistent link: https://www.econbiz.de/10005649391
Cover Image
Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation
Skoglund, Jimmy; Karlsson, Sune - Economics Institute for Research (SIR), … - 2001
This paper considers the large sample behavior of the maximum likelihood estimator of random effects models with serial …
Persistent link: https://www.econbiz.de/10005649501