Edgeworth approximations in first-order stochastic difference equations with exogenous variables (Q1171848)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Edgeworth approximations in first-order stochastic difference equations with exogenous variables |
scientific article |
Statements
Edgeworth approximations in first-order stochastic difference equations with exogenous variables (English)
0 references
1982
0 references
Edgeworth approximations
0 references
first-order stochastic difference equations
0 references
exogenous variables
0 references
ordinary least squares estimator
0 references
autoregressive parameter
0 references
0 references
0 references
