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~person:"YABE, Ryota"
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Conditional sum of squares estimation
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YABE, Ryota
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Asymptotic Distribution of the
Conditional
Sum
of
Squares
Estimator Under Moderate Deviation From a Unit Root in MA(1)
YABE, Ryota
-
Graduate School of Economics, Hitotsubashi University
-
2014
This paper considers the
conditional
sum
of
squares
estimator (CSSE) for the moderate deviation MA(1) process that has …
Persistent link: https://www.econbiz.de/10011095176
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