Robust asymptotic inference in autoregressive models with martingale difference errors
Year of publication: |
2005
|
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Authors: | Gospodinov, Nikolaj |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 24.2005, 1, p. 59-81
|
Subject: | Theorie | Theory | Heteroskedastizität | Heteroscedasticity | Induktive Statistik | Statistical inference | Martingal | Martingale | Momentenmethode | Method of moments |
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