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316517

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

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Last updated: 05 Jan 2025

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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.

DOI

10.21608/esju.1989.316517

Keywords

Auto Regressive Process, consumption function, Errors, Linear Models, Maximum likelihood estimation, Modified Maximum Likelihood Estimates

Authors

First Name

Heba

Last Name

El-Laithy

MiddleName

F.

Affiliation

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Orcid

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Volume

33

Article Issue

1

Related Issue

43394

Issue Date

1989-06-01

Receive Date

2023-09-07

Publish Date

1989-06-01

Page Start

69

Page End

82

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_316517.html

Detail API

https://esju.journals.ekb.eg/service?article_code=316517

Order

4

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

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

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Article

Created At

28 Dec 2024