✦ LIBER ✦
Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity
✍ Scribed by Donald W.K. Andrews; Patrik Guggenberger
- Book ID
- 116636338
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 394 KB
- Volume
- 169
- Category
- Article
- ISSN
- 0304-4076
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