Bounds for the bias of the LS estimator of o2 in the case of first-order (positive) autoregressive process when the regression contains a constant term
H. Neudecker
| Year of publication: |
1978
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| Authors: | Neudecker, H. |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 46.1978, 5, p. 1223-1226
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| Type of publication: | Article |
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| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002562629