A small sample confidence interval for autoregressive parameters (Q951044)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A small sample confidence interval for autoregressive parameters
scientific article

    Statements

    A small sample confidence interval for autoregressive parameters (English)
    0 references
    0 references
    0 references
    29 October 2008
    0 references
    unit root
    0 references
    linear trend
    0 references
    instrumental variables
    0 references
    time series
    0 references
    AR(1) model
    0 references
    0 references

    Identifiers