A Study on Substantial Improvement of Least Square Estimation of Co-integrating Vector in Financial Time Series
Cao Xia · Journal of Tangshan College · 2014
Taking the substantial improvement of co-integrating vector in the financial time sequence as research object,the author of this paper analyzes substantial improved least square estimation and constructs the substantial improved least square when the limit distribution is nonstandard in statistics.The study shows that improved least square estimation is a non-parameter method that is conducive to least square estimation.