Open AccessTightness of M-Estimators for Multiple Linear Regression in Time for Multiple Linear Regression in Time Series
Author(s) -
Søren Johansen,
Bent Nielsen
Publication year - 2016
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2794851
Subject(s) - linear regression , statistics , proper linear model , estimator , series (stratigraphy) , mathematics , regression , time series , regression analysis , econometrics , bayesian multivariate linear regression , paleontology , biology
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