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模拟验证一阶自回归模型中自回归系数

于 2020-12-08 发布
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代码说明:

说明:  运用Python的数组和矩阵操作模拟验证一阶自回归模型中,自回归系数OLS估计量的有限样本偏差问题。(Python array and matrix operations are used to simulate and verify the finite sample bias of OLS estimator of autoregressive coefficient in the first-order autoregressive model.)

文件列表:

模拟验证一阶自回归模型中自回归系数OLS估计量的有限样本偏差问题.ipynb, 87253 , 2020-12-08

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