A stationary stochastic parameter model and OLS estimation of beta: A simulation study
| Year of publication: |
1986
|
|---|---|
| Authors: | D'Souza, Rudolph E. ; Dennis Oberhelman, H. ; Brooks, LeRoy D. |
| Published in: |
Journal of Economics and Business. - Elsevier, ISSN 0148-6195. - Vol. 38.1986, 4, p. 283-296
|
| Publisher: |
Elsevier |