Full maximum likelihood estimation of second- order autoregressive error models

Charles Beach and James MacKinnon

Journal of Econometrics, 1978, vol. 7, issue 2, 187-198

Date: 1978
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Working Paper: Full Maximum Likelihood Estimation of Second-Order Autoregressive Error Models (1977)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:7:y:1978:i:2:p:187-198

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