The Student's t Approximation in a Stationary First Order Autoregressive Model (Q3766682)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Student's t Approximation in a Stationary First Order Autoregressive Model |
scientific article |
Statements
The Student's t Approximation in a Stationary First Order Autoregressive Model (English)
0 references
1988
0 references
stationarity
0 references
finite sample
0 references
stationary first order autoregressive model
0 references
empirical distributions
0 references
powers of tests
0 references
Gaussian AR(1) model
0 references
t statistic
0 references
least squares
0 references
Monte Carlo estimates
0 references
quantiles
0 references
Student's t
0 references
approximation
0 references
location
0 references
exogenous variable
0 references
adjustment procedure
0 references
moments
0 references
robustness
0 references
nonnormal error distributions
0 references
