Search found 2 matches
- Mon Feb 06, 2012 5:47 pm
- Forum: Econometric Discussions
- Topic: Log-likelihood function
- Replies: 3
- Views: 3595
Re: Log-likelihood function
I am not sure I understand what you mean, could you be a bit more precise? Thanks.
- Fri Feb 03, 2012 7:51 pm
- Forum: Econometric Discussions
- Topic: Log-likelihood function
- Replies: 3
- Views: 3595
Log-likelihood function
Hi, I am trying to solve a time series problem but I am stuck with a function I am not used to work with. I have a basic yt=d +B(yt-1)+e(t) model where e(t) has mean 0 and variance sigma^2. The issue is that (e)t follows the density function that I attached to the post and it's causing me issues bec...