A note on the distribution of the least squares estimator of a random walk with drift : some analytical evidence
by Niels Haldrup and Svend Hylleberg
| Year of publication: |
1994
|
|---|---|
| Authors: | Haldrup, Niels ; Hylleberg, Svend |
| Publisher: |
Aarhus |
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Extent: | 9 S |
|---|---|
| Series: | Memo / Økonomisk Institut, Aarhus Universitet. - Aarhus, ZDB-ID 864096-8. - Vol. 1994,20 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000890354