Moment approximation for least‐squares estimators in dynamic regression models with a unit root (Q5703222)
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scientific article; zbMATH DE number 2226294
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment approximation for least‐squares estimators in dynamic regression models with a unit root |
scientific article; zbMATH DE number 2226294 |
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Moment approximation for least‐squares estimators in dynamic regression models with a unit root (English)
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8 November 2005
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finite sample bias
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asymptotic expansions
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small-drift asymptotics
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