Bounds for the bias of the LS-estimator of ơ 2 in the case of a first-order autoregressive process (positive autocorrelation)
H. Neudecker
| Year of publication: |
1976
|
|---|---|
| Authors: | Neudecker, H. |
| Publisher: |
Amsterdam : Univ., Instituut voor Actuariaat & Econometrie |
| Subject: | Geldtheorie | Ökonometrik Schätzung | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Systematischer Fehler | Bias |
| Extent: | [11] Bl |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000665557