Review of Economic Studies Vol. 39 No. 2 1972

Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study

David F. Hendry^1,2; Pravin K. Trivedi¹

¹ University of Southampton · ² London School of Economics and Political Science

Abstract

D. F. Hendry, P. K. Trivedi; Maximum Likelihood Estimation of Difference Equations with Moving Average Errors: A Simulation Study12, The Review of Economic

DOI

10.2307/2296866

Volume

39

Issue

2

Pages

117

Sources

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