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The relationship between the conditional sum of squares and the exact likelihood for autoregressive moving average model

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  • Neil Shephard

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  • Neil Shephard, "undated". "The relationship between the conditional sum of squares and the exact likelihood for autoregressive moving average model," Economics Papers 1997-W6., Economics Group, Nuffield College, University of Oxford.
    • Handle: RePEc:nuf:econwp:9706
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    References listed on IDEAS

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    1. repec:cep:stiecm:/1992/241 is not listed on IDEAS
    2. Siem Jan Koopman & N.G. Shephard, 1992. "Exact Score for Time Series Models in State Space Form (Now published in Biometrika (1992), 79, 4, pp.283-6.)," STICERD - Econometrics Paper Series 241, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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    Cited by:

    1. Samir Amine & Wilner Predelus, 2019. "The Persistence of the 2008-2009 Recession and Insolvency Filings in Canada," Economics Bulletin, AccessEcon, vol. 39(1), pages 84-93.

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