Two-stage generalized moment method approach for bidimensional random coefficient autoregressive models (Q2816875)

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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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