ALMOST SURE BOUNDS ON THE ESTIMATION ERROR FOR OLS ESTIMATORS WHEN THE REGRESSORS INCLUDE CERTAIN MFI(1) PROCESSES
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Publication:3632434
DOI10.1017/S0266466608090579zbMath1279.62181MaRDI QIDQ3632434
Publication date: 11 June 2009
Published in: Econometric Theory (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62J05: Linear regression; mixed models
62M09: Non-Markovian processes: estimation
Cites Work