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Vector autoregression / Ordinary least squares / Errors and residuals in statistics / Linear regression / Least squares / Autoregressive conditional heteroskedasticity / Errors-in-variables models / Autocorrelation / Structural equation modeling / Statistics / Econometrics / Regression analysis
Date: 2014-12-12 15:58:40
Vector autoregression
Ordinary least squares
Errors and residuals in statistics
Linear regression
Least squares
Autoregressive conditional heteroskedasticity
Errors-in-variables models
Autocorrelation
Structural equation modeling
Statistics
Econometrics
Regression analysis

The Error Term in the History of Time Series Econometrics Duo Qin Christopher L. Gilbert initial draft: December 1995 this revision: November 1999#

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