Edgeworth approximations in first-order stochastic difference equations with exogenous variables (Q1171848): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0304-4076(82)90018-5 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2013958908 / rank | |||
Normal rank |
Revision as of 00:30, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Edgeworth approximations in first-order stochastic difference equations with exogenous variables |
scientific article |
Statements
Edgeworth approximations in first-order stochastic difference equations with exogenous variables (English)
0 references
1982
0 references
Edgeworth approximations
0 references
first-order stochastic difference equations
0 references
exogenous variables
0 references
ordinary least squares estimator
0 references
autoregressive parameter
0 references