Moments of the function of non-normal random vector with applications to econometric estimators and test statistics<sup>1</sup> (Q4860429)
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scientific article; zbMATH DE number 834218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of the function of non-normal random vector with applications to econometric estimators and test statistics<sup>1</sup> |
scientific article; zbMATH DE number 834218 |
Statements
Moments of the function of non-normal random vector with applications to econometric estimators and test statistics<sup>1</sup> (English)
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6 May 1996
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moments
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functions of non-normal random vectors
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econometric estimators
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test statistics
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least squares estimators
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dynamic model
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unit root tests
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two-step semiparametric estimators
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