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Exact Maximum Likelihood Estimation of a Regression Equation with a First-Order Moving-Average Error

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  • M. H. Pesaran

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  • M. H. Pesaran, 1973. "Exact Maximum Likelihood Estimation of a Regression Equation with a First-Order Moving-Average Error," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 40(4), pages 529-535.
    • Handle: RePEc:oup:restud:v:40:y:1973:i:4:p:529-535.
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    File URL: http://hdl.handle.net/10.2307/2296586
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    Cited by:

    1. Marcel die Dama & Boniface ngah Epo & Galex syrie Soh, 2013. "Developing a two way error component estimation model with disturbances following a special autoregressive (4) for quarterly data," Economics Bulletin, AccessEcon, vol. 33(1), pages 625-634.
    2. Palm, Franz & Zellner, Arnold, 1981. "Large sample estimation and testing procedures for dynamic equation systems," Journal of Econometrics, Elsevier, vol. 17(1), pages 131-138, September.
    3. Ruixue Du & Hiroshi Yamada, 2020. "Principle of Duality in Cubic Smoothing Spline," Mathematics, MDPI, vol. 8(10), pages 1-19, October.
    4. Imre Karafiath, 2009. "Detecting cumulative abnormal volume: a comparison of event study methods," Applied Economics Letters, Taylor & Francis Journals, vol. 16(8), pages 797-802.
    5. Beach, Charles M. & Yeo, Stephen, 1979. "Exact Maximum Likelihood Estimation of Regression Equations with a General Stationary Auto-Regressive Disturbance," Queen's Institute for Economic Research Discussion Papers 275148, Queen's University - Department of Economics.
    6. Denise R. Osborn, 1976. "Maximum Likelihood Estimation of Moving Average Processes," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 5, number 1, pages 75-87, National Bureau of Economic Research, Inc.

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