Asymptotic Expansions Associated with the AR(1) Model with Unknown Mean
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Publication:3324878
DOI10.2307/1912060zbMath0538.62077OpenAlexW1990581826MaRDI QIDQ3324878
Publication date: 1983
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912060
least squares estimatorsfirst order autoregressive processexplicit expressions for asymptotic expansionst-ratio test statisticsunknown, constant mean
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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