Distribution of the least squares estimator in a first-order autoregressive model
Mukhtar M. Ali
| Year of publication: |
2002
|
|---|---|
| Authors: | Ali, Mukhtar M. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 21.2002, 1, p. 89-119
|
| Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory | Autokorrelation | Autocorrelation | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Econometric reviews |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001660019