Asymptotic inference for a one-dimensional simultaneous autoregressive model
| Year of publication: |
2011
|
|---|---|
| Authors: | Baran, Sándor ; Pap, Gyula |
| Published in: |
Metrika. - Springer. - Vol. 74.2011, 1, p. 55-66
|
| Publisher: |
Springer |
| Subject: | Simultaneous autoregressive models | Asymptotically stationary model | Martingale central limit theorem | Unit roots | Least squares estimator |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009149621