Semiparametric sieve-type generalized least squares inference
George Kapetanios and Zacharias Psaradakis
| Year of publication: |
2016
|
|---|---|
| Authors: | Kapetanios, George ; Psaradakis, Zacharias G. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 5/7, p. 951-985
|
| Subject: | Autoregressive approximation | Generalized least squares | Linear regression | Long-range dependence | Short-range dependence | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2014.975639 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011590983