Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity

Donald W.K. Andrews, Patrik Guggenberger

Research output: Contribution to journalArticlepeer-review

11 Scopus citations

Fingerprint

Dive into the research topics of 'Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity'. Together they form a unique fingerprint.

Keyphrases

Mathematics