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Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study

David F. Hendry, Pravin K. Trivedi
DOI: 10.2307/2296866
The Review of Economic Studies

Data up to Jan 2025

Published1972
Citations117
References0
Fields
EconomicsMathematicsSociologyComputer sciencePhysicsStatisticsEconometricsOperations research

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Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A… (1972) – The Review of Economic Studies | Metascience Observatory Explorer