Author explicitly states the Cochrane-Orcutt GLS estimates (Table A1) are the best available, since ML cannot be modified for serial dependence under the extreme-value distribution || 'Therefore, the GLS coefficient estimates are probably the best available.' (p.437)
Veall, M. R. (1983): "Industrial Electricity Demand and the Hopkinson Rate: An Application of the Extreme Value Distribution." The Bell Journal of Economics 14(2), 427-440