Inference in Autoregression under Heteroskedasticity (Q3440759)

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Inference in Autoregression under Heteroskedasticity
scientific article

    Statements

    title
    Inference in Autoregression under Heteroskedasticity (English)
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    author
    Peter C. B. Phillips
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    Ke-Li Xu
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    publication date
    29 May 2007
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    zbMATH Keywords
    ordinary least squares
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    Student test
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    asymptotic distribution
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F12
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    62F05
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    zbMATH DE Number
    5158752
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