<i>M</i>‐Estimation for regressions with integrated regressors and arma errors (Q4828182)
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scientific article; zbMATH DE number 2118744
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| English | <i>M</i>‐Estimation for regressions with integrated regressors and arma errors |
scientific article; zbMATH DE number 2118744 |
Statements
<i>M</i>‐Estimation for regressions with integrated regressors and arma errors (English)
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24 November 2004
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\(M\)-estimators
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regressions with integrated regressors
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ARMA errors
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endogeneity
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serial correlation
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0.8137346506118774
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0.8064695000648499
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0.7872229218482971
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