Approximately median-unbiased estimation of autoregressive models with applications to US macroeconomic and financial time series
Year of publication: |
1992
|
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Authors: | Andrews, Donald W. K. ; Chen, Hong-yuan |
Publisher: |
New Haven, Conn. |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Makroökonomik | Macroeconomics |
Extent: | 31 S. |
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Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 252036-9. - Vol. 1026 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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