EXACT MAXIMUM LIKELIHOOD ESTIMATION OF REGRESSION-MODELS WITH FINITE ORDER MOVING AVERAGE ERRORS

被引：15

作者：

PAGAN, AR ^{[1
]}

NICHOLLS, DF ^{[1
]}

机构：

[1] AUSTRALIAN NATL UNIV,CANBERRA 2600,ACT,AUSTRALIA

来源：

关键词：

D O I：

10.2307/2297215

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：383 / 387

页数：5

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[4]

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[5]

Hannan J., 2013, TECH NOTE, V43153

[6]

HARTLEY W, 1961, TECHNOMETRICS, V3, P269

[7]

KANG K, 1973, 3RD NAT C AUSTR NEW

[8]

MALINVAUD E, 1970, STATISTICAL METHODS

[9] GENERALISED APPROACH TO TREATMENT OF AUTOCORRELATION [J].

PAGAN, A .

PESARAN, MH .