scientific article

zbMath0478.62089MaRDI QIDQ3936080

I. D. McAvinchey, Andrew C. Harvey

Publication date: 1981

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

small sample propertiesapproximate maximum likelihood proceduretwo-step estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Related Items

Efficiency of iterative estimators in the regression model with AR(1) disturbances, Estimating the autocorrelated error model with trended data

Uses Software

• AS 154