Some Finite Sample Properties of Spectral Estimators of a Linear Regression

DOI10.2307/1911388zbMath0321.62074OpenAlexW1578392088MaRDI QIDQ4082877

Robert F. Engle, R. J. Gardner

Publication date: 1976

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/64170

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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