An Approximation to the Distribution of the Least Square Estimator in an Autoregressive Model with Exogenous Variables (Q3664211)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Approximation to the Distribution of the Least Square Estimator in an Autoregressive Model with Exogenous Variables |
scientific article |
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An Approximation to the Distribution of the Least Square Estimator in an Autoregressive Model with Exogenous Variables (English)
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1983
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least squares estimator
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autoregressive model
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exogenous variables
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Edgeworth expansion
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analytical derivation
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