Estimation of Dynamic Models with Error Components (Q3953043)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of Dynamic Models with Error Components |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Dynamic Models with Error Components |
scientific article |
Statements
1981
0 references
pseudo maximum likelihood
0 references
estimation of dynamic models
0 references
autoregressive process
0 references
covariance estimators
0 references
conditional maximum likelihood estimators
0 references
consistent estimator
0 references
error components
0 references
cross-section time series
0 references
initial conditions
0 references
Estimation of Dynamic Models with Error Components (English)
0 references
