THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION (Q2886973): Difference between revisions

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English	THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION	scientific article

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scholarly article

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title

THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION (English)

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14 May 2012

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MaRDI profile type

MaRDI publication profile

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cites work

Asymptotic expansions for the mean and variance of the serial correlation coefficient

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Properties of shrinkage estimators in linear regression when disturbances are not normal

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The exact moments of the least squares estimator for the autoregressive model

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Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation

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The exact moments of OLS in dynamic regression models with non-normal errors

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The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations

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Testing for Unit Roots: 2

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A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model

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full work available at URL

https://doi.org/10.1017/s0266466607070405

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Identifiers

zbMATH Open document ID

1237.62110

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DOI

10.1017/S0266466607070405

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2886973

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic expansions for the mean and variance of the serial correlation coefficient
+Normal rank
@@ Property / cites work @@
+Properties of shrinkage estimators in linear regression when disturbances are not normal
+Normal rank
@@ Property / cites work @@
+The exact moments of the least squares estimator for the autoregressive model
+Normal rank
@@ Property / cites work @@
+Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
+Normal rank
@@ Property / cites work @@
+The exact moments of OLS in dynamic regression models with non-normal errors
+Normal rank
@@ Property / cites work @@
+The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
+Normal rank
@@ Property / cites work @@
+Testing for Unit Roots: 2
@@ Property / cites work: Testing for Unit Roots: 2 / rank @@
+Normal rank
@@ Property / cites work @@
+A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466607070405
+Normal rank
@@ Property / OpenAlex ID @@
+W2162265815
@@ Property / OpenAlex ID: W2162265815 / rank @@
+Normal rank