On the Maximum Likelihood Estimation of Multivariate Regression Models Containing Serially Correlated Error Components

Autor:	Magnus, Jan R., Woodland, Alan D.
Zdroj:	International Economic Review, 1988 Nov 01. 29(4), 707-725.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/2526829 Zobrazit plný text záznamu