The exact moments of the least-squares estimator for the autoregressive model corrections and extensions
| Year of publication: |
1988
|
|---|---|
| Authors: | Nankervis, J. C. ; Savin, N. E. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 37.1988, 3, p. 381-388
|
| Publisher: |
Elsevier |