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Properties of Estimated Characteristic Roots
Bent Nielsen,
Heino Bohn Nielsen
Department of Economics
1061
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Dive into the research topics of 'Properties of Estimated Characteristic Roots'. Together they form a unique fingerprint.
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Business & Economics
Autoregression
100%
Finite Sample Distribution
58%
Asymptotic Analysis
54%
Convergence Rate
50%
Autoregressive Process
50%
Asymptotic Distribution
44%
Finite Sample
40%