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The maximum likelihood estimation of parameters in mixed autoregressive moving-average multivariate models

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  • Rusdu Saracoglu

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  • Rusdu Saracoglu, 1977. "The maximum likelihood estimation of parameters in mixed autoregressive moving-average multivariate models," Staff Report 20, Federal Reserve Bank of Minneapolis.
    • Handle: RePEc:fip:fedmsr:20
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    References listed on IDEAS

    as
    1. Amemiya, Takeshi, 1974. "The nonlinear two-stage least-squares estimator," Journal of Econometrics, Elsevier, vol. 2(2), pages 105-110, July.
    2. Amemiya, Takeshi, 1975. "The nonlinear limited-information maximum- likelihood estimator and the modified nonlinear two-stage least-squares estimator," Journal of Econometrics, Elsevier, vol. 3(4), pages 375-386, November.
    3. Ernst R. Berndt & Bronwyn H. Hall & Robert E. Hall & Jerry A. Hausman, 1974. "Estimation and Inference in Nonlinear Structural Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 653-665, National Bureau of Economic Research, Inc.
    4. Hannan, E J & Nicholls, D F, 1972. "The Estimation of Mixed Regression, Autoregression, Moving Average, and Distributed Lag Models," Econometrica, Econometric Society, vol. 40(3), pages 529-547, May.
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