Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors
Year of publication: |
2016
|
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Authors: | Bao, Yong |
Other Persons: | Ullah, Aman (contributor) ; Zhang, Ru (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Einheitswurzeltest | Unit root test | Regressionsanalyse | Regression analysis |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Advances in Econometrics, 2014, vol. 33, 65-92 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 25, 2014 erstellt Volltext nicht verfügbar |
Classification: | C22 - Time-Series Models ; C20 - Econometric Methods: Single Equation Models. General ; C13 - Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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