A small sample confidence interval for autoregressive parameters (Q951044)

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scientific article; zbMATH DE number 5358751
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English
A small sample confidence interval for autoregressive parameters
scientific article; zbMATH DE number 5358751

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    A small sample confidence interval for autoregressive parameters (English)
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    29 October 2008
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    unit root
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    linear trend
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    instrumental variables
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    time series
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    AR(1) model
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