A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors

Corrado Corradi ()

Journal of Econometrics, 1979, vol. 11, issue 2-3, pages 303-317

Date: 1979

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6VC0 ... 70cf6b4b786e9c245262
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:eee:econom:v:11:y:1979:i:2-3:p:303-317

Access Statistics for this article

Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao, P. M. Robinson and A. Zellner

More articles in Journal of Econometrics from Elsevier
Series data maintained by Heidi Boesdal ().