FINITE SAMPLE PROPERTIES OF THE OLS ESTIMATOR IN A STATIONARY FIRST ORDER AUTOREGRESSIVE MODEL.
Bachelor's
Saved in:
Main Author: | |
---|---|
Other Authors: | |
Format: | Theses and Dissertations |
Published: |
2020
|
Subjects: | |
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/170246 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
id |
sg-nus-scholar.10635-170246 |
---|---|
record_format |
dspace |
spelling |
sg-nus-scholar.10635-1702462024-10-27T02:55:52Z FINITE SAMPLE PROPERTIES OF THE OLS ESTIMATOR IN A STATIONARY FIRST ORDER AUTOREGRESSIVE MODEL. MARCUS TAN ZHAO RONG ECONOMICS ALBERT TSUI First-Order Autoregressive Model Ordinary Least-Squares Estimator Unit Root Moment Generating Function Hyperbolic Functions Bachelor's Bachelor of Social Sciences (Honours in Actuarial Studies and Economics) 2020-06-18T01:44:32Z 2020-06-18T01:44:32Z 2020-04-13 Thesis MARCUS TAN ZHAO RONG (2020-04-13). FINITE SAMPLE PROPERTIES OF THE OLS ESTIMATOR IN A STATIONARY FIRST ORDER AUTOREGRESSIVE MODEL.. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/170246 |
institution |
National University of Singapore |
building |
NUS Library |
continent |
Asia |
country |
Singapore Singapore |
content_provider |
NUS Library |
collection |
ScholarBank@NUS |
topic |
First-Order Autoregressive Model Ordinary Least-Squares Estimator Unit Root Moment Generating Function Hyperbolic Functions |
spellingShingle |
First-Order Autoregressive Model Ordinary Least-Squares Estimator Unit Root Moment Generating Function Hyperbolic Functions MARCUS TAN ZHAO RONG FINITE SAMPLE PROPERTIES OF THE OLS ESTIMATOR IN A STATIONARY FIRST ORDER AUTOREGRESSIVE MODEL. |
description |
Bachelor's |
author2 |
ECONOMICS |
author_facet |
ECONOMICS MARCUS TAN ZHAO RONG |
format |
Theses and Dissertations |
author |
MARCUS TAN ZHAO RONG |
author_sort |
MARCUS TAN ZHAO RONG |
title |
FINITE SAMPLE PROPERTIES OF THE OLS ESTIMATOR IN A STATIONARY FIRST ORDER AUTOREGRESSIVE MODEL. |
title_short |
FINITE SAMPLE PROPERTIES OF THE OLS ESTIMATOR IN A STATIONARY FIRST ORDER AUTOREGRESSIVE MODEL. |
title_full |
FINITE SAMPLE PROPERTIES OF THE OLS ESTIMATOR IN A STATIONARY FIRST ORDER AUTOREGRESSIVE MODEL. |
title_fullStr |
FINITE SAMPLE PROPERTIES OF THE OLS ESTIMATOR IN A STATIONARY FIRST ORDER AUTOREGRESSIVE MODEL. |
title_full_unstemmed |
FINITE SAMPLE PROPERTIES OF THE OLS ESTIMATOR IN A STATIONARY FIRST ORDER AUTOREGRESSIVE MODEL. |
title_sort |
finite sample properties of the ols estimator in a stationary first order autoregressive model. |
publishDate |
2020 |
url |
https://scholarbank.nus.edu.sg/handle/10635/170246 |
_version_ |
1821189526203138048 |