Estimation and testing of regression disturbances based on modified likelihood functions

Journal of Statistical Planning and Inference

Volumn 71, Issue 1-2, 1998, Pages 75-92

  Laskar, Mizan R ^a   King, Maxwell L ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

62F03; 62P20; Likelihood based tests; MA(1) and AR(1) errors; Marginal likelihood; Maximum likelihood estimates; Parameter orthogonality; Profile likelihood

Indexed keywords

EID: 0013352946     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(98)00091-3     Document Type: Article

References (18)

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