The approximate moments of the least squares estimator for the stationary autoregressive model under a general error distribution

Econometric Theory

Volumn 23, Issue 5, 2007, Pages 1013-1021

  Bao, Yong ^a  

^a TEMPLE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34547958959     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466607070405     Document Type: Article

References (19)

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