Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models
Jan F. Kiviet ; Garry D. A. Phillips
| Year of publication: |
1998
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|---|---|
| Authors: | Kiviet, J. F. ; Phillips, Garry D. A. |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 1.1998, 2, p. 44-70
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| Subject: | Regressionsanalyse | Regression analysis | Theorie | Theory | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The Econometrics journal |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001443721