Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms
Year of publication: |
2003-10-01
|
---|---|
Authors: | Nielsen, Bent |
Institutions: | Department of Economics, Oxford University |
Subject: | least squares estimator | strong consistency | vector autoregression |
-
Nielsen, Bent, (2003)
-
Strong consistency of least squares estimates in multiple regression models with random regressors
Silva, João Lita da, (2014)
-
Ling, Shiqing, (2001)
- More ...
-
An analysis of the indicator saturation estimator as a robust regression estimator
Nielsen, Bent, (2008)
-
Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends
Nielsen, Bent, (2009)
-
Identification of the age-period-cohort model and the extended chain ladder model
Nielsen, Bent, (2007)
- More ...