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Maximum likelihood estimation of the dynamic shock-error model

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  • Ghosh, Damayanti

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  • Ghosh, Damayanti, 1989. "Maximum likelihood estimation of the dynamic shock-error model," Journal of Econometrics, Elsevier, vol. 41(1), pages 121-143, May.
    • Handle: RePEc:eee:econom:v:41:y:1989:i:1:p:121-143
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    Cited by:

    1. Bušs, Ginters, 2009. "Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach," MPRA Paper 16684, University Library of Munich, Germany.
    2. Tom Wansbeek & Arie Kapteyn, 1992. "Simple Estimators for Dynamic Panel Data Models with Errors in Variables," Palgrave Macmillan Books, in: Ronald Bewley & Tran Hoa (ed.), Contributions to Consumer Demand and Econometrics, chapter 13, pages 238-251, Palgrave Macmillan.
    3. Mohammed Benmoumen & Imane Salhi, 2023. "The Strong Consistency of Quasi-Maximum Likelihood Estimators for p-order Random Coefficient Autoregressive (RCA) Models," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 617-632, February.

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