Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors (Q5133505)

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scientific article; zbMATH DE number 7272390
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English
Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors
scientific article; zbMATH DE number 7272390

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    Moment Approximation for Least-Squares Estimator in First-Order Regression Models with Unit Root and Nonnormal Errors (English)
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    10 November 2020
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    unit root
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    nonnormal error
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    moment approximation
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