A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence
| Year of publication: |
1995
|
|---|---|
| Authors: | Haldrup, Niels ; Hylleberg, Svend |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 48.1995, 3-4, p. 221-228
|
| Publisher: |
Elsevier |