Moment approximation for least‐squares estimators in dynamic regression models with a unit root (Q5703222)
From MaRDI portal
scientific article; zbMATH DE number 2226294
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment approximation for least‐squares estimators in dynamic regression models with a unit root |
scientific article; zbMATH DE number 2226294 |
Statements
Moment approximation for least‐squares estimators in dynamic regression models with a unit root (English)
0 references
8 November 2005
0 references
finite sample bias
0 references
asymptotic expansions
0 references
small-drift asymptotics
0 references
0 references
