Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995)
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scientific article; zbMATH DE number 6714730
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity |
scientific article; zbMATH DE number 6714730 |
Statements
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (English)
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12 May 2017
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asymptotic distribution
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autoregression
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conditional heteroskedasticity
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generalized least squares
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least squares
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0.88108426
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0.87878335
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0.8679396
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0.8631612
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0.86133724
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0.8609935
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0.8593434
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0.85865724
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