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A Maximum Likelihood Procedure for Regression with Autocorrelated Errors

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Author Info
Beach, Charles M
MacKinnon, James G

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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 46 (1978)
Issue (Month): 1 (January)
Pages: 51-58
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Handle: RePEc:ecm:emetrp:v:46:y:1978:i:1:p:51-58

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  1. William H. Branson & James P. Love, 1987. "The Real Exchange Rate and Employment in U.S. Manufacturing: State and Regional Results," NBER Working Papers 2435, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Jae Kim & Mahbuba Yeasmin, 2005. "The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors," Computational Economics, Springer, vol. 25(3), pages 255-267, June. [Downloadable!] (restricted)
  3. Mbaga, Msafiri & Coyle, Barry T., 2003. "Beef Supply Response Under Uncertainty: An Autoregressive Distributed Lag Model," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(03), December. [Downloadable!]
  4. Aronsson, Thomas & Blomquist, Sören & Sacklén, Hans, 1998. "Identifying Interdependent Behavior in an Empirical Model of Labor Supply," Working Paper Series 147, Trade Union Institute for Economic Research. [Downloadable!]
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  5. Zeynep Ton, 2008. "The Effect of Labor on Profitability: The Role of Quality," Harvard Business School Working Papers 09-040, Harvard Business School, revised Jul 2009. [Downloadable!]
  6. Joachim Zietz & Bichaka Fayissa, 1992. "R & D expenditures and import competition: Some evidence for the U.S," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 128(1), pages 52-66, March. [Downloadable!] (restricted)
  7. John A Conbeare & James C Murdoch & Todd Sandler, 2001. "Alternative Collective-Goods Models of Military Alliances: Theory and Empirics," Levine's Working Paper Archive 563824000000000102, David K. Levine. [Downloadable!]
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  8. Afonso S. Bevilaqua & Rogério L.F. Werneck, 1997. "Fiscal impulse in the Brazilian economy," Textos para discussão 379, Department of Economics PUC-Rio (Brazil). [Downloadable!]
  9. Francis X. Diebold & Til Schuermann, 1996. "Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models," NBER Technical Working Papers 0194, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  10. Badi H. Baltagi & Chihwa Kao & Long Liu, 2007. "Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals," Center for Policy Research Working Papers 93, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
  11. Donald W.K. Andrews, 1984. "A Note on the Unbiasedness of Feasible GLS, Quasi-Maximum Likelihood, Robust Adaptive, and Spectral Estimators of the Linear Model," Cowles Foundation Discussion Papers 734R, Cowles Foundation, Yale University, revised Aug 1985. [Downloadable!]
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  12. Coyle, Barry T. & Wei, Ran & Rude, James, 2008. "Dynamic Econometric Models of Manitoba Crop Production and Hypothetical Production Impacts for CAIS," Working Papers 46630, Canadian Agricultural Trade Policy Research Network. [Downloadable!]
  13. Eugene Canjels & Mark W. Watson, 1994. "Estimating Deterministic Trends in the Presence of Serially Correlated Errors," NBER Technical Working Papers 0165, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  14. Miner, Alan G., 1983. "The Contribution Of Research To U.S. Soybean Yields," Staff Papers 13661, University of Minnesota, Department of Applied Economics. [Downloadable!]
  15. Anders, Sven & Caswell, Julie A., 2006. "Assessing the Impact of Stricter Food Safety Standards on Trade: HACCP in U.S. Seafood Trade with the Developing World," 2006 Annual meeting, July 23-26, Long Beach, CA 21338, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  16. Palac-McMiken, Evanor D., 1993. "An Empirical Investigation of Bankers' Perceptions of Country Creditworthiness," Philippine Journal of Development, Philippine Institute for Development Studies, vol. 0(2), pages 185-230. [Downloadable!]
  17. Chihwa Kao & Jamie Emerson, 1999. "On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors," Center for Policy Research Working Papers 1, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
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  18. Sven Anders & Julie Caswell, 2007. "Standards-as-Barriers versus Standards-as-Catalysts: Assessing the Impact of HACCP Implementation on U.S. Seafood Imports," Working Papers 2007-7, University of Massachusetts Amherst, Department of Resource Economics. [Downloadable!]
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  19. Felipe Larraín & Aníbal Larraín, 1988. "El Caso del Dinero Desaparecido Chile 1984-1986," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 25(75), pages 247-282. [Downloadable!]
  20. Rogerio L.F. Werneck & Afonso S. Bevilaqua, 1998. "Delaying Public Sector Reforms: Post-Stabilization Fiscal Strains in Brazil," RES Working Papers 3020, Inter-American Development Bank, Research Department. [Downloadable!]
  21. Daniel S. Hamermesh, 1986. "Inflation and Labor-Market Adjustment," NBER Working Papers 1153, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  22. Wing-Keung Wong & Guorui Bian, 2004. "Estimating Parameters in Autoregressive Models with Asymmetric Innovations," Departmental Working Papers wp0408, National University of Singapore, Department of Economics. [Downloadable!]
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  23. Claar, Victor V, 2002. "Is the NAIRU More Useful in Forecasting Inflation than the Natural Rate of Unemployment?," MPRA Paper 14257, University Library of Munich, Germany. [Downloadable!]
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  24. Neil R. Ericsson & Jaime Marquez, 1998. "A framework for economic forecasting," International Finance Discussion Papers 626, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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