Pages that link to "Item:Q2886983"
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The following pages link to Determinants of covariance matrices of differenced AR(1) processes (Q2886983):
Displaying 4 items.
- Eigenvalues distribution limit of covariance matrices with AR processes entries (Q2419615) (← links)
- First difference maximum likelihood and dynamic panel estimation (Q2440332) (← links)
- APPLICATION OF THE EXACT INVERSE OF THE TOEPLITZ MATRIX TO THE AUTOREGRESSIVE MODEL (Q4639845) (← links)
- GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY (Q5187624) (← links)