Pages that link to "Item:Q1185832"
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The following pages link to Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances (Q1185832):
Displaying 11 items.
- The consistency for the estimator of nonparametric regression model based on martingale difference errors (Q284200) (← links)
- On the asymptotic optimality of the LIML estimator with possibly many instruments (Q736512) (← links)
- Tests of overidentification and predeterminedness in simultaneous equation models (Q1203082) (← links)
- Asymptotic robustness of tests of overidentification and predeterminedness (Q1329137) (← links)
- Asymptotic properties of LS estimators in the errors-in-variables model with MD errors (Q2010789) (← links)
- Random decompositions of Eulerian statistics (Q2094898) (← links)
- (Q5053294) (← links)
- (Q5118530) (← links)
- Asymptotic Properties of OLS Estimates in Autoregressions with Bounded or Slowly Growing Deterministic Trends (Q5201508) (← links)
- \(L_p\)-approximable sequences of vectors and limit distribution of quadratic forms of random variables (Q5939960) (← links)
- Consistency and asymptotic normality of least squares estimators in generalized STAR models (Q6573188) (← links)
