Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms
Year of publication: |
22 Oct. 2003 ; [Elektronische Ressource]
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Other Persons: | Nielsen, Bent (contributor) |
Institutions: | Nuffield College (contributor) |
Publisher: |
Oxford : Nuffield College |
Subject: | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method |
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