Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995): Difference between revisions

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Latest revision as of 20:29, 9 December 2024

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Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
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    Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (English)
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    12 May 2017
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    asymptotic distribution
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    autoregression
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    conditional heteroskedasticity
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    generalized least squares
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    least squares
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