Consistent maximum-likelihood estimation with dependent observations: The general (non-normal) case and the normal case

Risto D. H. Heijmans and Jan Magnus ()

Journal of Econometrics, 1986, vol. 32, issue 2, 253-285

Date: 1986
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Working Paper: CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION WITH DEPENDENT OBSERVATIONS: THE GENERAL (NON-NORMAL) CASE AND THE NORMAL CASE (1985)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:32:y:1986:i:2:p:253-285

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