16.4. distribution of OLS estimates for trend stationary process

16.4. Distribution of OLS estimates of trend stationary process
본 영상은 trend가 존재하는 프로세스에서 trend를 제거한 뒤, OLS 방식으로 추정한 OLS estimate의 분포를 도출한다.
This video derives the distribution of the OLS estimates of the parameters of trend stationary process.
Click the following link to get the lecture note presented during the video.
drive.google.c...
★ Reference:
Time series analysis, James D. Hamilton Princeton University Press, 1994.