Exact Maximum Likelihood Estimation of a Regression Equation with a First-Order Moving-Average Error
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Publication:5184324
DOI10.2307/2296586zbMath0275.62059MaRDI QIDQ5184324
Publication date: 1973
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2296586
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
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