Maximum likelihood estimation of the dynamic shock-error model
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Cited by:
- Bušs, Ginters, 2009. "Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach," MPRA Paper 16684, University Library of Munich, Germany.
- Tom Wansbeek & Arie Kapteyn, 1992.
"Simple Estimators for Dynamic Panel Data Models with Errors in Variables,"
Palgrave Macmillan Books, in: Ronald Bewley & Tran Hoa (ed.), Contributions to Consumer Demand and Econometrics, chapter 13, pages 238-251,
Palgrave Macmillan.
- Wansbeek, T.J. & Kapteyn, A.J., 1989. "Simple estimators for dynamic panel data models with errors in variables," Other publications TiSEM 5ee32003-ef02-4bc6-a883-b, Tilburg University, School of Economics and Management.
- Wansbeek, T.J. & Kapteyn, A.J., 1992. "Simple estimators for dynamic panel data models with errors in variables," Other publications TiSEM 816623f0-80e0-48a6-9ee2-f, Tilburg University, School of Economics and Management.
- Wansbeek, T.J. & Kapteyn, A.J., 1989. "Simple estimators for dynamic panel data models with errors in variables," Discussion Paper 1989-51, Tilburg University, Center for Economic Research.
- Mohammed Benmoumen & Imane Salhi, 2023. "The Strong Consistency of Quasi-Maximum Likelihood Estimators for p-order Random Coefficient Autoregressive (RCA) Models," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 617-632, February.
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