Comments on the presence of serial correlation in the random coefficients of an autoregressive process (Q2657974)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comments on the presence of serial correlation in the random coefficients of an autoregressive process |
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Comments on the presence of serial correlation in the random coefficients of an autoregressive process (English)
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18 March 2021
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RCAR process
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time series
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random coefficients
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ordinary least squares (OLS)
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OLS estimation
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