Asymptotic bias of the least squares estimator for multivariate autoregressive models
by Taku Yamamoto and Naoto Kunitomo. Prep. under National Science Foundation Grant SES 79-13976. Stanford University, Institute for Mathematical Studies in the Social Sciences
| Year of publication: |
1982
|
|---|---|
| Authors: | Yamamoto, Taku ; Kunitomo, Naoto |
| Publisher: |
Stanford, Calif. |
| Subject: | Statistik | Methode der kleinsten Abweichungen | Multivariate Verfahren | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Kleinste-Quadrate-Methode | Least squares method | Systematischer Fehler | Bias |
| Extent: | 15 S. 4° |
|---|---|
| Series: | Technical report ; Nr 373 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003579182