Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms.

Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms.

عرض إصدارات أخرى (1)

A vector autoregression with deterministic terms and with no restrictions to its characteristic roots is considered. Strong consistency results for the least squares statistics are presented. This extends earlier results where deterministic terms have not been considered. In addition the convergence...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي:	Nielsen, B
التنسيق:	Working paper
اللغة:	English
منشور في:	Nuffield College (University of Oxford) 2003

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