Effect of aggregation on estimators in AR(1) sequence
| Year of publication: |
2009
|
|---|---|
| Authors: | Horváth, Lajos ; Leipus, Remigijus |
| Published in: |
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 18.2009, 3, p. 546-567
|
| Publisher: |
Springer |
| Subject: | Aggregation | Least squares | Random coefficient AR(1) |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008469407