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Journal of the American Statistical Association Volume 95, 2000 - Issue 452
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Theory and Method

Bias Reduction of Autoregressive Estimates in Time Series Regression Model through Restricted Maximum Likelihood

Wai-Kwong Cheang Division of Mathematics, Nanyang Technological University, Singapore, 259756
&
Gregory C. Reinsel Department of Statistics, University of Wisconsin, Madison, WI, 53706, USA
Pages 1173-1184 | Received 01 Jun 1999, Published online: 17 Feb 2012

References

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