An approximate likelihood function for panel data with a mixed ARMA(p, q) remainder disturbance model

✍ Scribed by Wen-Den Chen

• Book ID: 111039994
• Publisher: John Wiley and Sons
• Year: 2006
• Tongue: English
• Weight: 190 KB
• Volume: 27
• Category: Article
• ISSN: 0143-9782
• DOI: 10.1111/j.1467-9892.2006.00495.x