On the asymptotic behavior of least-squares estimators in AR time series with roots near the unit circle
P. Jeganathan
| Year of publication: |
1991
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|---|---|
| Authors: | Jeganathan, P. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 7.1991, 3, p. 269-306
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| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001118061