Moments of the function of non-normal random vector with applications to econometric estimators and test statistics<sup>1</sup> (Q4860429)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 834218
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Moments of the function of non-normal random vector with applications to econometric estimators and test statistics<sup>1</sup> |
scientific article; zbMATH DE number 834218 |
Statements
Moments of the function of non-normal random vector with applications to econometric estimators and test statistics<sup>1</sup> (English)
0 references
6 May 1996
0 references
moments
0 references
functions of non-normal random vectors
0 references
econometric estimators
0 references
test statistics
0 references
least squares estimators
0 references
dynamic model
0 references
unit root tests
0 references
two-step semiparametric estimators
0 references
0 references
0.8354195952415466
0 references
0.7813137173652649
0 references
0.7749264240264893
0 references
0.7749264240264893
0 references
