FINITE SAMPLE PROPERTIES OF THE OLS ESTIMATOR IN A STATIONARY FIRST ORDER AUTOREGRESSIVE MODEL.

FINITE SAMPLE PROPERTIES OF THE OLS ESTIMATOR IN A STATIONARY FIRST ORDER AUTOREGRESSIVE MODEL.

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Bibliographic Details
Main Author: MARCUS TAN ZHAO RONG
Other Authors: ECONOMICS
Format: Theses and Dissertations
Published: 2020
Subjects:
First-Order Autoregressive Model
Ordinary Least-Squares Estimator
Unit Root
Moment Generating Function
Hyperbolic Functions
Online Access:https://scholarbank.nus.edu.sg/handle/10635/170246
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Institution: National University of Singapore

Internet

https://scholarbank.nus.edu.sg/handle/10635/170246

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