Moment ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors (Q1659160)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Moment ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors |
scientific article; zbMATH DE number 6918361
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors |
scientific article; zbMATH DE number 6918361 |
Statements
Moment ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors (English)
0 references
15 August 2018
0 references
method of moments
0 references
autoregressive processes
0 references
unit root processes
0 references
regression errors
0 references
consistent covariance matrix
0 references
real GDP growth
0 references
0 references
0 references
0 references
0 references
0 references
0.7299550771713257
0 references
