Coefficient constancy test in generalized random coefficient autoregressive model (Q2511701)
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English | Coefficient constancy test in generalized random coefficient autoregressive model |
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Coefficient constancy test in generalized random coefficient autoregressive model (English)
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6 August 2014
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generalized random coefficient autoregressive model
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testing the coefficient constancy
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conditional least-squares estimator
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empirical likelihood
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estimating equation
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