A comparison of LS/ML and GMM estimation in a simple AR(1) model (Q4490157)
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scientific article; zbMATH DE number 1473051
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| English | A comparison of LS/ML and GMM estimation in a simple AR(1) model |
scientific article; zbMATH DE number 1473051 |
Statements
A comparison of LS/ML and GMM estimation in a simple AR(1) model (English)
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10 July 2000
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stable
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unstable Gaussian AR(1) model
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GMM
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LS/ML estimator
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0.8103896379470825
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0.7831242084503174
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0.779782772064209
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0.7795178890228271
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0.7795178890228271
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