Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Discrete Mathematics and Combinatorics,Analysis
Link
http://link.springer.com/content/pdf/10.1186/1029-242X-2014-474.pdf
Reference39 articles.
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3. Pere P: Adjusted estimates and Wald statistics for the AR(1) model with constant. J. Econom. 2000, 98: 335–363. 10.1016/S0304-4076(00)00023-3
4. Fuller WA: Introduction to Statistical Time Series. 2nd edition. Wiley, New York; 1996.
5. Miao Y, Liu W: Moderate deviations for LS estimator in simple linear EV regression model. J. Stat. Plan. Inference 2009,139(9):3122–3131. 10.1016/j.jspi.2009.02.021
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