Pages that link to "Item:Q3632394"

The following pages link to GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT (Q3632394):

Displaying 5 items.

• The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression (Q498841) (← links)
• Nearly weighted risk minimal unbiased estimation (Q1740270) (← links)
• The factor analytical approach in near unit root interactive effects panels (Q2658760) (← links)
• Gaussian inference in general AR(1) models based on difference (Q2864622) (← links)
• Empirical likelihood inference for error density estimators in first-order autoregression models (Q5160179) (← links)