Multiple Cause Model with autocorrelated errors. A gain in efficiency analysis

Keshab Shrestha

doi:10.1016/0165-1765(87)90161-3

Multiple Cause Model with autocorrelated errors. A gain in efficiency analysis

Keshab Shrestha

Research output: Contribution to journal › Article › Research › peer-review

Abstract

Here a maximum likelihood estimation technique is derived for the Multiple Cause Model (MCM) with first degree autocorrelated errors. Then the gain in efficiency achieved by increasing one more indicator to the system is analysed.

Original language	English
Pages (from-to)	257-262
Number of pages	6
Journal	Economics Letters
Volume	23
Issue number	3
DOIs	https://doi.org/10.1016/0165-1765(87)90161-3
Publication status	Published - 1987
Externally published	Yes

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title = "Multiple Cause Model with autocorrelated errors. A gain in efficiency analysis",

abstract = "Here a maximum likelihood estimation technique is derived for the Multiple Cause Model (MCM) with first degree autocorrelated errors. Then the gain in efficiency achieved by increasing one more indicator to the system is analysed.",

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language = "English",

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JO - Economics Letters

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Multiple Cause Model with autocorrelated errors. A gain in efficiency analysis

Abstract

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