Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models (Q5289303): Difference between revisions
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Latest revision as of 14:28, 19 March 2024
scientific article; zbMATH DE number 279332
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models |
scientific article; zbMATH DE number 279332 |
Statements
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models (English)
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22 August 1993
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autoregressive process
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deterministic time trend
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stochastic time trend
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unit root model
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tables
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quantiles
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exactly median-unbiased estimators
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exact confidence intervals
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impulse response function
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cumulative impulse response
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unbiased model selection procedure
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real exchange rates
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velocity of money
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industrial production
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