Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995): Difference between revisions

@@ Property / author @@
+Donald W. K. Andrews
@@ Property / author: Donald W. K. Andrews / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6714730
@@ Property / zbMATH DE Number: 6714730 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic distribution
@@ Property / zbMATH Keywords: asymptotic distribution / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+autoregression
@@ Property / zbMATH Keywords: autoregression / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conditional heteroskedasticity
@@ Property / zbMATH Keywords: conditional heteroskedasticity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+generalized least squares
@@ Property / zbMATH Keywords: generalized least squares / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+least squares
@@ Property / zbMATH Keywords: least squares / rank @@
+Normal rank

Revision as of 07:07, 1 July 2023