Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study

1 April 1972

journal article
Published by Oxford University Press (OUP) in The Review of Economic Studies

Vol. 39 (2) , 117-145
https://doi.org/10.2307/2296866

Abstract

D. F. Hendry, P. K. Trivedi; Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study12, The Review of Economic Stu

Keywords

DIFFERENCE EQUATIONS
MAXIMUM LIKELIHOOD
LIKELIHOOD ESTIMATION
HENDRY
TRIVEDI
EQUATIONS WITH MOVING
ESTIMATION OF DIFFERENCE
STUDY12