THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I (Q3959320)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I |
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THE ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE MODELS. I (English)
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1980
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estimation of random coefficient autoregressive models
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two stage regression procedure
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central limit theorem
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strong consistency
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Monte Carlo experiment
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