Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model (Q1650294)
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| Language | Label | Description | Also known as |
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| English | Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model |
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Higher order expansions for error variance matrix estimates in the Gaussian AR(1) linear regression model (English)
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3 July 2018
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linear regression
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AR(1) disturbances
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stochastic expansions
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asymptotic approximations
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autocorrelation robust inference
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