Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models
Year of publication: |
1998
|
---|---|
Authors: | KIVIET, JAN F. ; PHILLIPS, GARRY D.A. |
Published in: |
Econometrics Journal. - Royal Economic Society - RES. - Vol. 1.1998, RegularPapers, p. 44-70
|
Publisher: |
Royal Economic Society - RES |
Subject: | ARX-model | Asymptotic expansions | Lagged dependent variables bias | Large sample asymptotics |
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