An Approximation to the Distribution of the Least Square Estimator in an Autoregressive Model with Exogenous Variables (Q3664211)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3816820
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An Approximation to the Distribution of the Least Square Estimator in an Autoregressive Model with Exogenous Variables |
scientific article; zbMATH DE number 3816820 |
Statements
An Approximation to the Distribution of the Least Square Estimator in an Autoregressive Model with Exogenous Variables (English)
0 references
1983
0 references
least squares estimator
0 references
autoregressive model
0 references
exogenous variables
0 references
Edgeworth expansion
0 references
analytical derivation
0 references
