مرکز منطقه ای اطلاع رساني علوم و فناوري - Estimation and testing of regression disturbances based on modified likelihood functions

Title of article :

Estimation and testing of regression disturbances based on modified likelihood functions

Author/Authors :

Mizan R. Laskar، نويسنده , , Maxwell L. King، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

To page :

Keywords :

marginal likelihood , Profile likelihood , Parameter orthogonality , Likelihood-based tests , MA( 1) and AR( I) errors , Maximum likelihoodestimates

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

1998

Journal title :

Journal of Statistical Planning and Inference

Record number :

218564

Link To Document :