Determinants of covariance matrices of differenced AR(1) processes
Year of publication: |
2007
|
---|---|
Authors: | Han, Chirok |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 23.2007, 6, p. 1248-1253
|
Subject: | Korrelation | Correlation | Schätztheorie | Estimation theory | Theorie | Theory |
-
Robust covariance matrix estimation with data-dependent VAR prewhitening order
Den Haan, Wouter J., (2000)
-
Selection on observed and unobserved variables : assessing the effectiveness of catholic schools
Altonji, Joseph G., (2000)
-
Hallerbach, Winfried G., (2000)
- More ...
-
GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT
Phillips, Peter C.B., (2008)
-
GMM with Many Moment Conditions
Han, Chirok, (2005)
-
True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression
Phillips, Peter C.B., (2014)
- More ...