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