Exact Maximum Likelihood Estimation of Regression Models with Finite Order Moving Average Errors

S-Tier

Journal: Review of Economic Studies

Year: 1976

Volume: 43

Issue: 3

Pages: 383-387

Authors (2)

A. R. Pagan (University of Sydney) D. F. Nicholls (not in RePEc)

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count