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

Jan Magnus () and Alan Woodland

Other publications TiSEM from Tilburg University, School of Economics and Management

Date: 1990
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Related works:
Journal Article: On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components (1988)
Working Paper: On the maximum likelihood estimation of multivariate regression models containing serially correlated error components (1988)
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