A note on the distribution of the least squares estimator of a random walk with drift : some analytical evidence
Niels Haldrup ; Svend Hylleberg
| Year of publication: |
1995
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|---|---|
| Authors: | Haldrup, Niels |
| Other Persons: | Hylleberg, Svend (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 48.1995, 3, p. 221-228
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| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001184874