THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
| Year of publication: |
2007
|
|---|---|
| Authors: | Bao, Yong ; Abadir, K.M. ; Hadri, K. ; Abadir, K.M. ; Lucas, A. ; Bao, Y. ; Ullah, A. ; Bao, Y. ; Ullah, A. ; Chandra, R. ; Copas, J.B. ; Evans, G.B.A. ; Savin, N.E. ; Grubb, D. ; Symons, J. ; Hurwicz, L. ; Kiviet, J.F. ; Phillips, G.D.A. ; Nagar, A.L. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 23.2007, 5, p. 1013-1021
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