Asymptotic Normality, When Regressors Have a Unit Root (Q3799532): Difference between revisions
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Latest revision as of 01:05, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Normality, When Regressors Have a Unit Root |
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Asymptotic Normality, When Regressors Have a Unit Root (English)
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1988
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asymptotic normality
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heteroskedasticity
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autocorrelation
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random walk
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time series
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ordinary least squares
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linear instrumental variables estimators
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regression equation
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consistent estimate
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asymptotic variance covariance matrix
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nonstationary variables
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common unit root
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