A remark on serial correlation in maximum likelihood
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 23 (1983)
Issue (Month): 3 (December)
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Web page: http://www.elsevier.com/locate/jeconom
Other versions of this item:
- David Levine, 1981. "A Remark on Serial Correlation in Maximum Likelihood," UCLA Economics Working Papers 215, UCLA Department of Economics.
- David K. Levine, 1983. "A Remark on Serial Correlation in Maximum Likelihood," Levine's Working Paper Archive 176, David K. Levine.
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- Yongmiao Hong & Jin Lee, 2000. "Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices," Econometric Society World Congress 2000 Contributed Papers 1211, Econometric Society.
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