Moment approximation for least-squares estimator in first-order regression models with unit root and nonnormal errors
Yong Bao, Aman Ullah and Ru Zhang
| Year of publication: |
2014
|
|---|---|
| Authors: | Bao, Yong ; Ullah, Aman ; Zhang, Ru |
| Published in: |
Essays in honor of Peter C. B. Phillips. - Bingley [u.a.] : Emerald, ISBN 978-1-78441-183-1. - 2014, p. 65-92
|
| Subject: | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Regressionsanalyse | Regression analysis | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010442878