Pseudo-Maximum Likelihood Estimation of Mean and Covariance Structures with Missing Data

1990 ◽  
Vol 85 (409) ◽  
pp. 195-203 ◽  
Author(s):  
Gerhard Arminger ◽  
Michael E. Sobel
Keyword(s):  
Missing Data ◽  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Likelihood Estimation ◽  
Covariance Structures ◽  
Pseudo Maximum Likelihood Estimation ◽  
Mean And Covariance Structures ◽  
Pseudo Maximum Likelihood

Corrigendum

1994 ◽  
Vol 10 (3-4) ◽  
pp. 811-811
Keyword(s):  
Maximum Likelihood ◽  
Maximum Likelihood Estimation ◽  
Likelihood Estimation ◽  
Arma Models ◽  
Pseudo Maximum Likelihood Estimation ◽  
Pseudo Maximum Likelihood

B.M. Pötscher, Noninvertibility and Pseudo Maximum Likelihood Estimation of Misspecified ARMA Models. Econometric Theory 7 (1991): 435–449.

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