Asymptotic Estimation and Hypothesis Testing Results for Vector Linear Time Series Models
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Publication:3856010
DOI10.2307/1914144zbMath0422.62081MaRDI QIDQ3856010
No author found.
Publication date: 1979
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1914144
asymptotic normality; strong consistency; asymptotic estimation; frequency domain approximation; Gaussian likelihood; testing nonlinear equality constraints; time domain approximation; vector linear time series models
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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