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

Small sample properties of residuals based tests for cointegration: some new developments in Econometrics

First Order Autoregression: Least-Squares Estimator and Moments of the Noncircular Serial Correlation Coefficient

QML Estimation of GARCH(1,1) Process

Maximum likelihood estimation and model selection for incomplete contingency tabels

Using standard models to estimate panel data

Asymptotic Variances and Covariances of Maximum Likelihood Estimators of Parameters in the Inverse Gaussian Distribution, With Unknown Origin, from Censored Samples

Bayesian GLS Identification of Autoregressive Moving Average Models

Some Useful Matrix Derivatives with Statistical Applications in Econometrics

ESTIMATING CO-INTEGRATING REGRESSION IN TIME SERIES