Maximum Likelihood Estimation of Linear Equation Systems with Auto-Regressive Residuals
In: Annals of Economic and Social Measurement, Volume 2, number 1
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- Amemiya, Takeshi, 1983. "Non-linear regression models," Handbook of Econometrics,in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 6, pages 333-389 Elsevier.
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