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On the maximum likelihood estimation of multivariate regression models containing serially correlated error components

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  • Magnus, J.R.

    (Tilburg University, School of Economics and Management)

  • Woodland, A.D.

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Suggested Citation

  • Magnus, J.R. & Woodland, A.D., 1988. "On the maximum likelihood estimation of multivariate regression models containing serially correlated error components," Other publications TiSEM 21cf54a1-ad57-442b-9c3d-f, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:21cf54a1-ad57-442b-9c3d-f0bba24dbe6f
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    References listed on IDEAS

    as
    1. Marini, Giancarlo & van der Ploeg, Frederick, 1988. "Monetary and Fiscal Policy in an Optimising Model with Capital Accumulation and Finite Lives," Economic Journal, Royal Economic Society, vol. 98(392), pages 772-786, September.
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    Cited by:

    1. Wang, Jian-Xin, 2001. "Quote revision and information flow among foreign exchange dealers," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 11(2), pages 115-136, June.
    2. Paolo, Foschi, 2005. "Estimating regressions and seemingly unrelated regressions with error component disturbances," MPRA Paper 1424, University Library of Munich, Germany, revised 07 Sep 2006.
    3. Jimmy Skoglund & Sune Karlsson, 2002. "Asymptotics for random effects models with serial correlation," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A6-1, International Conferences on Panel Data.

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