The approximate moments of the least squares estimator for the stationary autoregressive model under a general error distribution
Year of publication: |
2007
|
---|---|
Authors: | Bao, Yong |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 23.2007, 5, p. 1013-1021
|
Subject: | Kleinste-Quadrate-Methode | Least squares method | Autokorrelation | Autocorrelation |
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