A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
Year of publication: |
2004
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Authors: | Abadir, Karim Maher ; Lucas, André |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 119.2004, 1, p. 45-71
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Subject: | Schätztheorie | Estimation theory | Theorie | Theory | Statistische Verteilung | Statistical distribution | Kleinste-Quadrate-Methode | Least squares method |
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