Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models (Q2816875)
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English | Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models |
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Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models (English)
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26 August 2016
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2D-RCAR models
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2S-GMM
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strong consistency
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efficiency
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asymptotic normality
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