A general approach to the limiting distribution for estimators in time series regression with nonstable autoregressive errors
by Seiji Nabeya and Katsuto Tanaka
| Year of publication: |
1990
|
|---|---|
| Authors: | Nabeya, Seiji |
| Other Persons: | Tanaka, Katsuto (contributor) |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 58.1990, 1, p. 145-163
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001084873