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)
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