A PROOF OF THE CONSISTENCY OF MAXIMUM-LIKELIHOOD ESTIMATORS OF NON-LINEAR REGRESSION-MODELS WITH AUTO-CORRELATED ERRORS

被引：10

|

作者：

FRYDMAN, R

机构：

来源：

ECONOMETRICA | 1980年 / 48卷 / 04期

关键词：

D O I：

10.2307/1912936

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：853 / 860

页数：8

相关论文

共 50 条

[1] MAXIMUM LIKELIHOOD PROCEDURE FOR REGRESSION WITH AUTO-CORRELATED ERRORS
BEACH, CM
MACKINNON, JG
[J]. ECONOMETRICA, 1978, 46 (01) : 51 - 58
[2] MULTIVARIATE ERROR-COMPONENTS ANALYSIS OF LINEAR AND NON-LINEAR REGRESSION-MODELS BY MAXIMUM-LIKELIHOOD
MAGNUS, JR
[J]. JOURNAL OF ECONOMETRICS, 1982, 19 (2-3) : 239 - 285
[3] AN INVESTIGATION INTO THE MAXIMUM-LIKELIHOOD ESTIMATORS FOR A NON-LINEAR REGRESSION-MODEL
HAINES, LM
CLARKE, GPY
[J]. SOUTH AFRICAN STATISTICAL JOURNAL, 1981, 15 (01) : 97 - 97
[4] MAXIMUM-LIKELIHOOD ESTIMATION AND LARGE-SAMPLE INFERENCE FOR GENERALIZED LINEAR AND NON-LINEAR REGRESSION-MODELS
JORGENSEN, B
[J]. BIOMETRIKA, 1983, 70 (01) : 19 - 28
[5] LEVERAGE AND INFLUENCE IN AUTO-CORRELATED REGRESSION-MODELS
PUTERMAN, ML
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 1988, 37 (01) : 76 - 86
[6] NORM RESTRICTED MAXIMUM-LIKELIHOOD ESTIMATORS FOR BINARY REGRESSION-MODELS WITH PARAMETRIC LINK
CZADO, C
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1993, 22 (08) : 2259 - 2274
[7] A SIMULATION STUDY OF RIDGE-REGRESSION ESTIMATORS WITH AUTO-CORRELATED ERRORS
FIRINGUETTI, LL
[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1989, 18 (02) : 673 - 702
[8] COMPARISON OF EFFICIENCIES OF SEVERAL ESTIMATORS FOR LINEAR REGRESSIONS WITH AUTO-CORRELATED ERRORS
KOBAYASHI, M
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1985, 80 (392) : 951 - 953
[9] A NOTE ON MAXIMUM-LIKELIHOOD RATIO TEST OF NO OUTLIERS IN REGRESSION-MODELS
PAUL, SR
[J]. BIOMETRICAL JOURNAL, 1986, 28 (08) : 945 - 948
[10] ON THE MAXIMUM-LIKELIHOOD ESTIMATION OF MULTIVARIATE REGRESSION-MODELS CONTAINING SERIALLY CORRELATED ERROR-COMPONENTS
MAGNUS, JR
WOODLAND, AD
[J]. INTERNATIONAL ECONOMIC REVIEW, 1988, 29 (04) : 707 - 725

← 1 2 3 4 5 →