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

Econometric Theory

Volumn 21, Issue 3, 2005, Pages 534-561

  Nielsen, Bent ^a,b  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b NUFFIELD COLLEGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 18844428111     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466605050310     Document Type: Article

References (24)

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