Model selection for regression with heteroskedastic and autocorrelated errors
Year of publication: |
2013
|
---|---|
Authors: | Mao, Guangyu |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 118.2013, 3, p. 497-501
|
Subject: | Schätztheorie | Estimation theory | Mathematische Optimierung | Mathematical programming | Autokorrelation | Autocorrelation | Regressionsanalyse | Regression analysis |
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