Comparing estimation methods of non-stationary errors-in-variables models (Q2195520)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparing estimation methods of non-stationary errors-in-variables models |
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Comparing estimation methods of non-stationary errors-in-variables models (English)
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26 August 2020
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non-stationary economic time series
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non-stationary errors-in-variables models
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reduced rank and co-integrated trends
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\(\mathbf{K}_n\)-transformation
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maximum likelihood (ML)
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separating information maximum likelihood (SIML)
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SILS
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asymptotic robustness
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