Asymptotically median unbiased estimation of coefficient variance in a time varying parameter model
James H. Stock ; Mark W. Watson
| Year of publication: |
1996
|
|---|---|
| Authors: | Stock, James H. ; Watson, Mark W. |
| Publisher: |
Cambridge, MA |
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | 23, [8] S. : graph. Darst |
|---|---|
| Series: | Technical working paper / National Bureau of Economic Research. - Cambridge, Mass. : NBER, ISSN 1073-2489, ZDB-ID 1227242-5. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000945159