THE MAXIMUM-LIKELIHOOD ESTIMATION OF ECONOMIC RELATIONSHIPS WITH AUTOREGRESSIVE RESIDUALS

被引:37
作者
SARGAN, JD
机构
关键词
D O I
10.2307/1909642
中图分类号
F [经济];
学科分类号
02 ;
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页码:414 / 426
页数:13
相关论文
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[3]  
Koopmans T. C, 1953, COWLES COMMISSION MO, V14
[4]  
MacDuffee CC., 1946, THEORY MATRICES
[5]  
SARGAN JD, 1959, J ROYAL STATISTICA B
[6]  
ZURMUHL R, 1950, MATRIZEN