scientific article; zbMATH DE number 4203525

MaRDI QIDQ3352332zbMATH OpenFDO

Authors Lars Peter Hansen

Publication date 1988

zbMATH Keywords

central-limit approximationsinstrumental variables estimatorsleast- squares estimatorsmartingale differencesproducts of two linear time series processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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