Improved variance estimation of maximum likelihood...

Computational Statistics & Data Analysis 2014 / 08 Vol. 76

Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models

Kiviet, Jan F., Phillips, Garry D.A.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
76
Language:
english
Journal:
Computational Statistics & Data Analysis
DOI:
10.1016/j.csda.2013.09.021
Date:
August, 2014
File:
PDF, 507 KB
english, 2014
Conversion to is in progress
Conversion to is failed