Bounds for the Bias of the Least Squares Estimator of s2 in the Case of a First-order Autoregressive Process (Positive Autocorrelation).
| Year of publication: |
1977
|
|---|---|
| Authors: | Neudecker, Heinz |
| Published in: |
Econometrica. - Econometric Society. - Vol. 45.1977, 5, p. 1257-62
|
| Publisher: |
Econometric Society |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005332944