On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components (Q4206239)
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scientific article; zbMATH DE number 4126500
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| English | On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components |
scientific article; zbMATH DE number 4126500 |
Statements
On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components (English)
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1988
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correlated error components
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serial correlation
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combined time-series cross-section
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disturbance vectors
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macroeconomic disturbances
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autocorrelation
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likelihood function
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0.7446785569190979
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0.740402340888977
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0.7383369207382202
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