A small sample confidence interval for autoregressive parameters (Q951044)
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scientific article; zbMATH DE number 5358751
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| default for all languages | No label defined |
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| English | A small sample confidence interval for autoregressive parameters |
scientific article; zbMATH DE number 5358751 |
Statements
A small sample confidence interval for autoregressive parameters (English)
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29 October 2008
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unit root
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linear trend
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instrumental variables
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time series
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AR(1) model
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0.8251597881317139
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0.8081073760986328
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0.7887522578239441
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0.7887522578239441
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0.7841165065765381
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