Second order expansion of t-statistic in autoregressive models
Year of publication: |
12 Oct. 2007
|
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Other Persons: | Mikusheva, Anna (contributor) |
Publisher: |
Cambridge, Mass. : Massachusetts Inst. for Techn., Dep. of Economics |
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Induktive Statistik | Statistical inference | Bootstrap-Verfahren | Bootstrap approach | Autokorrelation | Autocorrelation | Theorie | Theory |
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