The approximate moments of the least squares estimator for the stationary autoregressive model under a general error distribution
Yong Bao
| Year of publication: |
2007
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|---|---|
| Authors: | Bao, Yong |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 23.2007, 5, p. 1013-1021
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| Subject: | Kleinste-Quadrate-Methode | Least squares method | Autokorrelation | Autocorrelation |
| 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/10003549687