Edgeworth approximations in first-order stochastic difference equations with exogenous variables (Q1171848)
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scientific article; zbMATH DE number 3787841
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Edgeworth approximations in first-order stochastic difference equations with exogenous variables |
scientific article; zbMATH DE number 3787841 |
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Edgeworth approximations in first-order stochastic difference equations with exogenous variables (English)
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1982
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Edgeworth approximations
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first-order stochastic difference equations
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exogenous variables
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ordinary least squares estimator
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autoregressive parameter
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