Local asymptotic distribution related to the AR (1) model with dependent errors
Year of publication: |
1994
|
---|---|
Authors: | Nabeya, Seiji |
Other Persons: | Perron, Pierre (contributor) |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 62.1994, 2, p. 229-264
|
Subject: | Schätztheorie | Estimation theory |
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