STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS
| Year of publication: |
2005
|
|---|---|
| Authors: | Nielsen, Bent |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 21.2005, 03, p. 534-561
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |