Asymptotic properties of some subset vector autoregressive process estimators

Business & Economics

• Vector Autoregressive Process 100%
• Asymptotic Properties 78%
• Estimator 50%
• Asymptotic Distribution 29%
• Recursive Algorithm 19%
• Central Limit Theorem 18%
• Least Squares Estimator 15%
• Martingale 15%
• Least Squares 13%
• Coefficients 9%

Mathematics

• Vector Autoregressive Process 98%
• Asymptotic Properties 54%
• Estimator 38%
• Subset 35%
• Asymptotic distribution 22%
• Martingale Central Limit Theorem 20%
• Recursive Algorithm 15%
• Least Squares Estimator 13%
• Limiting Distribution 12%
• Least Squares 11%
• Similarity 10%
• Closed-form 10%
• Coefficient 6%