Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model
Computational Statistics and Data Analysis
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Main Authors: | Tsui, A.K., Ali, M.M. |
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Other Authors: | ECONOMICS & STATISTICS |
Format: | Article |
Published: |
2016
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/129346 |
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Institution: | National University of Singapore |
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