Asymptotic Normality, When Regressors Have a Unit Root (Q3799532)
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scientific article; zbMATH DE number 4066195
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| English | Asymptotic Normality, When Regressors Have a Unit Root |
scientific article; zbMATH DE number 4066195 |
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Asymptotic Normality, When Regressors Have a Unit Root (English)
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1988
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asymptotic normality
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heteroskedasticity
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autocorrelation
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random walk
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time series
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ordinary least squares
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linear instrumental variables estimators
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regression equation
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consistent estimate
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asymptotic variance covariance matrix
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nonstationary variables
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common unit root
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0.8332514762878418
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0.8111611604690552
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0.8071173429489136
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0.8062347769737244
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0.8046820163726807
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