Comparing estimation methods of non-stationary errors-in-variables models (Q2195520): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 07:14, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Comparing estimation methods of non-stationary errors-in-variables models |
scientific article |
Statements
Comparing estimation methods of non-stationary errors-in-variables models (English)
0 references
26 August 2020
0 references
non-stationary economic time series
0 references
non-stationary errors-in-variables models
0 references
reduced rank and co-integrated trends
0 references
\(\mathbf{K}_n\)-transformation
0 references
maximum likelihood (ML)
0 references
separating information maximum likelihood (SIML)
0 references
SILS
0 references
asymptotic robustness
0 references