Asymptotic efficiency of the OLS estimator with singular limiting sample moment matrices
Yoshimasa Uematsu
| Year of publication: |
2011
|
|---|---|
| Authors: | Uematsu, Yoshimasa |
| Publisher: |
Kunitachi : Hitotsubashi Univ., Research Unit for Statistical and Empirical Analysis in Social Sciences (Hi-Stat) |
| Subject: | Kleinste-Quadrate-Methode | Least squares method | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | Online-Ressource (20 S., 256 Kb) |
|---|---|
| Series: | Global COE Hi-Stat discussion paper series. - Kunitachi, ZDB-ID 2491959-7. - Vol. 208 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | OLS = ordinary least squares Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10086/19420 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009423493