Asymptotics of polynomial time trend estimation and hypothesis testing under rank deficiency
by Peter C.B. Phillips
| Year of publication: |
[2022]
|
|---|---|
| Authors: | Phillips, Peter C. B. |
| Publisher: |
New Haven, Connecticut : Cowles Foundation for Research in Economics, Yale University |
| Subject: | Asymptotic deficiency | Asymptotic equivalence | Hypothesis testing | Least squares regression | MA unit root | Trend regression | Wald statistic | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis |
| Extent: | 1 Online-Ressource (circa 25 Seiten) |
|---|---|
| Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 2195818-X. - Vol. no. 2332 (May 2022) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013326569