An approximation to the distribution of the least squares estimator in an autoregressive model with exogenous variables
Year of publication: |
1983
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Authors: | Maekawa, Koichi |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 51.1983, 1, p. 229-238
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Subject: | Ökonometrik Schätzung |
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