Asymptotics of ML estimator for regression models with a stochastic trend component
Year of publication: |
1999
|
---|---|
Authors: | Kuo, Biing-shen |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 15.1999, 1, p. 24-49
|
Subject: | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Simulation | Theorie | Theory |
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