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

Bachelor's

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Bibliographic Details
Main Author: MARCUS TAN ZHAO RONG
Other Authors: ECONOMICS
Format: Theses and Dissertations
Published: 2020
Subjects:
Online Access:https://scholarbank.nus.edu.sg/handle/10635/170246
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Institution: National University of Singapore
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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
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