Effect of aggregation on estimators in AR(1) sequence

Lajos Horvath and Remigijus Leipus ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2009, vol. 18, issue 3, 546-567

Keywords: Aggregation; Least squares; Random coefficient AR(1); 62M10; 62G05 (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s11749-008-0123-9

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