Estimation and testing of regression disturbances based on modified likelihood functions (Q1299432): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:50, 5 March 2024
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)
0 references
23 August 1999
0 references
marginal likelihood
0 references
profile likelihood
0 references
parameter orthogonality
0 references
maximum likelihood estimates
0 references
likelihood-based tests
0 references
MA(1)
0 references
AR(1) errors
0 references
