A Maximum Likelihood Procedure for Regression with Autocorrelated Errors

DOI10.2307/1913644zbMath0373.62055OpenAlexW2081169227MaRDI QIDQ4151047

James G. MacKinnon, Charles M. Beach

Publication date: 1978

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913644

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

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