Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms
Bent Nielsen
| Year of publication: |
2005
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|---|---|
| Authors: | Nielsen, Bent |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 21.2005, 3, p. 534-561
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| Subject: | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method |
| 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://www.econbiz.de/10002794764