The exact moments of the least squares estimator for the autoregressive model (Q1252692): Difference between revisions
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| Property / cites work: NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION / rank | |||
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| Property / cites work: First Order Autoregression: Inference, Estimation, and Prediction / rank | |||
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Latest revision as of 23:57, 12 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The exact moments of the least squares estimator for the autoregressive model |
scientific article |
Statements
The exact moments of the least squares estimator for the autoregressive model (English)
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1978
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Exact Moments
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Least Squares Estimator
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Econometrics
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Autoregressive Model
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