Anderson, T. W.; Hsiao, Cheng Estimation of dynamic models with error components. (English) Zbl 0491.62080 J. Am. Stat. Assoc. 76, 598-606 (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 2 ReviewsCited in 116 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62F12 Asymptotic properties of parametric estimators Keywords:pseudo maximum likelihood; estimation of dynamic models; autoregressive process; covariance estimators; conditional maximum likelihood estimators; consistent estimator; error components; cross-section time series; initial conditions PDF BibTeX XML Cite \textit{T. W. Anderson} and \textit{C. Hsiao}, J. Am. Stat. Assoc. 76, 598--606 (1981; Zbl 0491.62080) Full Text: DOI Link