The dimensionality of the aliasing problem in models with rational spectral densities
Year of publication: |
1983
|
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Authors: | Hansen, Lars Peter ; Sargent, Thomas J. |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 51.1983, 2, p. 377-387
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Subject: | Statistik Zeitreihe | Schätztheorie | Estimation theory |
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