Maximum Likelihood Estimation of ARMA Model with Error Processes for Replicated Observations
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References listed on IDEAS
- Meher Manzur & Wing-Keung Wong & Inn-Chau Chee, 1999. "Measuring international competitiveness: experience from East Asia," Applied Economics, Taylor & Francis Journals, vol. 31(11), pages 1383-1391.
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- Wing-keung Wong & Raymond Chan, 2004.
"On the estimation of cost of capital and its reliability,"
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More about this item
KeywordsARMA model; Kalman filter; maximum likelihood estimation;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2002-11-10 (All new papers)
- NEP-ECM-2002-11-13 (Econometrics)
- NEP-ETS-2002-11-10 (Econometric Time Series)
- NEP-RMG-2002-11-10 (Risk Management)
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