On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors
Toni Stocker
| Year of publication: |
2007
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|---|---|
| Authors: | Stocker, Toni |
| Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 48.2007, 1, p. 81-93
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| Subject: | Systematischer Fehler | Bias | Regressionsanalyse | Regression analysis | Dynamische Wirtschaftstheorie | Economic dynamics | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003365354