Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models
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Other versions of this item:
- Beach, Charles M. & MacKinnon, James G., 1978. "Full maximum likelihood estimation of second- order autoregressive error models," Journal of Econometrics, Elsevier, vol. 7(2), pages 187-198, June.
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- Ayako Suzuki, 2012. "Yardstick Competition to Elicit Private Information: An Empirical Analysis," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 40(4), pages 313-338, June.
- Gkritza, Konstantina & Karlaftis, Matthew G. & Mannering, Fred L., 2011. "Estimating multimodal transit ridership with a varying fare structure," Transportation Research Part A: Policy and Practice, Elsevier, vol. 45(2), pages 148-160, February.
- Vougas, Dimitrios V., 2008. "Generalized least squares transformation and estimation with autoregressive error," Statistics & Probability Letters, Elsevier, vol. 78(4), pages 402-404, March.
- Elhorst, J. Paul & Lacombe, Donald J. & Piras, Gianfranco, 2012. "On model specification and parameter space definitions in higher order spatial econometric models," Regional Science and Urban Economics, Elsevier, vol. 42(1-2), pages 211-220.
- James G. MacKinnon, 1978. "On the Role of Jacobian Terms in Maximum Likelihood Estimation," Working Papers 304, Queen's University, Department of Economics.
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