Exactly unbiased estimation of first order autoregressive unit root models
by Donald W. K. Andrews
| Year of publication: |
1991 ; Rev
|
|---|---|
| Authors: | Andrews, Donald W. K. |
| Publisher: |
New Haven, Conn. |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Extent: | 25, 13 S. graph. Darst. |
|---|---|
| Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 252036-9. - Vol. 975 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000828074