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    author
    M. Hashem Pesaran
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    Lucy Joan Slater
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    publication date
    1980
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    Mathematics Subject Classification ID
    62P20
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    62-02
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    62M10
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    62-04
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    zbMATH DE Number
    3744382
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    zbMATH Keywords
    maximum likelihood estimators
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    autocorrelated error structure
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    ordinary least squares
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    mixed autoregressive moving-average errors
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    Cochrane- Orcutt model
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