Alternative maximum likelihood procedures for regression with autocorrelated disturbances
By: Charles M. Beach and James G. MacKinnon.
Contributors: MacKinnon, James G., joint author.
Series: Discussion paper - Institute for Economic Research, Queen's University ; no. 211; Discussion paper (Queen's University (Kingston, Ont.). Institute for Economic Research) ;; no. 211.
Publisher: Institute for Economic Research, Queen's University
Published: 1976
Place of publication: Kingston, Ont
Language: eng
Number of pages: 12
Subjects: Regression analysis.; Autocorrelation (Statistics)
Notes: Bibliography: leaf 12.