Estimation and testing of regression disturbances based on modified likelihood functions (Q1299432): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and testing of regression disturbances based on modified likelihood functions |
scientific article |
Statements
Estimation and testing of regression disturbances based on modified likelihood functions (English)
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23 August 1999
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marginal likelihood
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profile likelihood
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parameter orthogonality
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maximum likelihood estimates
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likelihood-based tests
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MA(1)
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AR(1) errors
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