Regression Asymptotics Using Martingale Convergence Methods
Year of publication: |
2004
|
---|---|
Authors: | Ibragimov, Rustam ; Phillips, Peter C. B. |
Publisher: |
[S.l.] : SSRN |
Subject: | Martingal | Martingale | Regressionsanalyse | Regression analysis | Einheitswurzeltest | Unit root test |
Extent: | 1 Online-Ressource (43 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 2004 erstellt |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Is integration I(d) applicable to observed economics and finance time series?
McCauley, Joseph L., (2009)
-
New majorization theory in economics and martingale convergence results in econometrics
Ibragimov, Rustam, (2005)
-
Regression asymptotics using martingale convergence methods
Ibragimov, Rustam, (2004)
- More ...
-
Regression asymptotics using martingale convergence methods
Ibragimov, Rustam Ju., (2008)
-
Regression asymptotics using martingale convergence methods
Ibragimov, Rustam, (2004)
-
Measuring Inequality in CIS Countries: Theory and Empirics
Ibragimov, Rustam, (2010)
- More ...