Asymptotic Bias of Ordinary Least Squares Estimator for Multivariate Autoregressive Models
| Year of publication: |
1981-10
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| Authors: | Yamamoto, Taku ; Kunitomo, Naoto |
| Institutions: | Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 504 |
| Source: |
Persistent link: https://www.econbiz.de/10005766671