Journal article

Maximum Likelihood Estimation of Regression Models with Stochastic Trend Components.

Abstract:: This article is concerned with the estimation of a regression model with a stochastic trend component. It is shown that the probability of estimating the trend to be deterministic is very sensitive to the type of likelihood function used as the basis of inference.

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APA Style

Shephard, N. (1993). Maximum Likelihood Estimation of Regression Models with Stochastic Trend Components. Journal of the American Statistical Association, 88.

MLA Style

Shephard, N. “Maximum Likelihood Estimation of Regression Models with Stochastic Trend Components.” Journal of the American Statistical Association, vol. 88, 1993.

Chicago Style

Shephard, N. 1993. “Maximum Likelihood Estimation of Regression Models with Stochastic Trend Components.” Journal of the American Statistical Association 88.
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Authors

+ Shephard, N More by this author

Role:: Author

Journal:: Journal of the American Statistical Association More from this journal
Volume:: 88
Publication date:: 1993-01-01
ISSN:: 0162-1459

Language:: English
UUID:: uuid:0f3f9379-2c8f-408d-b5b3-7919e8a80481
Local pid:: oai:economics.ouls.ox.ac.uk:11064
Deposit date:: 2011-08-16
ARK identifier:: ark:/29072/ora_0f3f93792c8f408db5b37919e8a80481

Terms of use

Copyright date:: 1993

Licence:: Terms and Conditions of Use for Oxford University Research Archive

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