Small sample properties of existing and new estimators of the autocorrelation coefficient and regression coefficents in the context of AR(1) errors
Subhash C. Sharma and Brian Coleman
| Year of publication: |
2005
|
|---|---|
| Authors: | Sharma, Subhash Chandra ; Coleman, Brian |
| Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 3.2005, 1, p. 133-160
|
| Subject: | Statistik | Applied statistics | Regressionsanalyse | Regression analysis | Theorie | Theory | 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/10003234445