Semiparametric sieve-type generalized least squares inference
Year of publication: |
2016
|
---|---|
Authors: | Kapetanios, George ; Psaradakis, Zacharias G. |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 5/7, p. 951-985
|
Subject: | Autoregressive approximation | Generalized least squares | Linear regression | Long-range dependence | Short-range dependence | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method |
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