Estimation in a linear model with serially correlated errors when observations are missing (Q1404608): Difference between revisions

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+A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
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+Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
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+Q3900875
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+Maximum Likelihood Fitting of ARMA Models to Time Series with Missing Observations
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Two Stage and Related Estimators and Their Applications
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+Efficient Estimation of Simultaneous Equation Systems
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+Estimation in a Linear Model with Serially Correlated Errors When Observations are Missing
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