Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors
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Publication:4130782
DOI10.2307/2297215zbMath0358.62046OpenAlexW2044188680MaRDI QIDQ4130782
D. F. Nicholls, Adrian R. Pagan
Publication date: 1976
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2297215
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
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