Maximum Likelihood Estimation of Regression Models With Stochastic Trend Components
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Publication:5288915
DOI10.2307/2290340zbMATH Open0775.62242OpenAlexW4246136650MaRDI QIDQ5288915FDOQ5288915
Publication date: 2 September 1993
Full work available at URL: https://doi.org/10.2307/2290340
Cited In (13)
- Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models
- Marginal likelihood and unit roots
- Temporal disaggregation by state space methods: Dynamic regression methods revisited
- Detecting shocks: Outliers and breaks in time series
- Parameter estimation in semi-linear models using a maximal invariant likelihood function
- Likelihood functions for state space models with diffuse initial conditions
- Unit roots in moving averages beyond first order
- Fiducial generalized \(p\)-values for testing zero-variance components in linear mixed-effects models
- Inference in semi-parametric spline mixed models for longitudinal data
- Maximal invariant likelihood based testing of semi-linear models
- Estimation of vector error correction models with mixed-frequency data
- Bootstrap tests for variance components in generalized linear mixed models
- Inference for regression models with errors from a non-invertible MA(1) process
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