Moment ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors
DOI10.1016/j.csda.2015.07.003zbMath1466.62162OpenAlexW2206770246MaRDI QIDQ1659160
Publication date: 15 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2015.07.003
autoregressive processesmethod of momentsconsistent covariance matrixunit root processesregression errorsreal GDP growth
Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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