Distribution of the Least Squares Estimator in a First-Order Autoregressive Model
Year of publication: |
1996-10-23
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Authors: | Ali, Mukhtar M. |
Institutions: | EconWPA |
Subject: | Unit Root | Saddlepoint Approximation | Asymptotic expansion |
Extent: | application/msword application/pdf text/html application/postscript |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - Word for Windows (V. 6/7) binary document; prepared on IBM PC compatible; to print on HP; pages: 29 . Revision of ewp-em/9604001 (UK-E-188-96) 29 pages |
Classification: | C13 - Estimation ; C22 - Time-Series Models |
Source: |
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