Estimators of the disturbance variance in econometric models : small-sample bias and the existence of moments
Year of publication: |
1988
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Authors: | Dufour, Jean-Marie |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 37.1988, 2, p. 277-292
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Subject: | Ökonometrie | Modelle | Statistik | Schätzmethodik und Testmethodik | Schätztheorie | Estimation theory | Makroökonometrie | Macroeconometrics | Systematischer Fehler | Bias | Ökonometrisches Modell | Econometric model |
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