Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms
Bent Nielsen
| Year of publication: |
22 Oct. 2003 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Nielsen, Bent (contributor) |
| Institutions: | Nuffield College (contributor) |
| Publisher: |
Oxford : Nuffield College |
| Subject: | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method |
| Extent: | Online-Ressource, 26 p., text |
|---|---|
| Series: | Economics discussion papers. - Oxford : [Verlag nicht ermittelbar], ZDB-ID 2103758-9. - Vol. 2003,23 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001834963