Mean estimation bias in least squares estimation of autoregressive processes
Year of publication: |
1984
|
---|---|
Authors: | Pantula, Sastry G. ; Fuller, Wayne A. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 27.1984, 1, p. 99-121
|
Subject: | Ökonometrik Schätzung |
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