Asymptotic inference in some heteroscedastic regression models with long memory design and errors (Q2477069)
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scientific article; zbMATH DE number 5248859
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| English | Asymptotic inference in some heteroscedastic regression models with long memory design and errors |
scientific article; zbMATH DE number 5248859 |
Statements
Asymptotic inference in some heteroscedastic regression models with long memory design and errors (English)
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12 March 2008
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local whittle estimator
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moving average errors
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model diagnostics
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OLS
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0.8844268918037415
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0.8393632173538208
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0.8376452326774597
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0.8362124562263489
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0.8349034190177917
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