An Approximation to the Distribution of the Least Squares Estimator in an Autoregressive Model with Exogenous Variables
An Approximation to the Distribution of the Least Squares Estimator in an Autoregressive Model with Exogenous Variables
复制标题
具有外生变量的自回归模型中最小二乘估计量分布的近似
DOI:
10.2307/1912258
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发表时间:
1983
期刊:
影响因子:
6.1
通讯作者:
K. Maekawa
中科院分区:
文献类型:
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作者:
K. Maekawa