Moment ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors (Q1659160)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors |
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Moment ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors (English)
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15 August 2018
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method of moments
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autoregressive processes
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unit root processes
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regression errors
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consistent covariance matrix
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real GDP growth
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