Maximum Likelihood and Modified Maximum Likelihood Estimates of Linear Models with Errors Following Auto Regressive Process
El-Laithy, H. (1989). Maximum Likelihood and Modified Maximum Likelihood Estimates of Linear Models with Errors Following Auto Regressive Process. EKB Journal Management System, 33(1), 69-82. doi: 10.21608/esju.1989.316517
Heba F. El-Laithy. "Maximum Likelihood and Modified Maximum Likelihood Estimates of Linear Models with Errors Following Auto Regressive Process". EKB Journal Management System, 33, 1, 1989, 69-82. doi: 10.21608/esju.1989.316517
El-Laithy, H. (1989). 'Maximum Likelihood and Modified Maximum Likelihood Estimates of Linear Models with Errors Following Auto Regressive Process', EKB Journal Management System, 33(1), pp. 69-82. doi: 10.21608/esju.1989.316517
El-Laithy, H. Maximum Likelihood and Modified Maximum Likelihood Estimates of Linear Models with Errors Following Auto Regressive Process. EKB Journal Management System, 1989; 33(1): 69-82. doi: 10.21608/esju.1989.316517

Maximum Likelihood and Modified Maximum Likelihood Estimates of Linear Models with Errors Following Auto Regressive Process

The Egyptian Statistical Journal
Article 4, Volume 33, Issue 1, June 1989, Page 69-82  XML
Document Type: Original Article
DOI: 10.21608/esju.1989.316517
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Author
Heba F. El-Laithy
Abstract
The estimation of parameters of linear models with errors following first order auto-regressive process has been investigated. The Modified Maximum likelihood estimates, introduced by Patterson and Thompson (1971,1974) have been derived. An iterative procedure for solving MML equations has been suggested and simplified formulae for these equations have been given. The consumption function for EGYPT is estimated using ML and MML procedures.
Keywords
Auto Regressive Process; Consumption Function; Errors; Linear Models; Maximum Likelihood Estimation; Modified Maximum Likelihood Estimates
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