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Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models
Kiviet, J. F.
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Phillips, Garry D. A.
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The econometrics journal
1
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1998
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2
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pp. 44-70
Persistent link: https://www.econbiz.de/10001443721
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Moment approximation for least-squares estimators in dynamic regression models with a unit root
Kiviet, J. F.
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Phillips, Garry D. A.
- In:
The econometrics journal
8
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2005
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pp. 115-142
Persistent link: https://www.econbiz.de/10003018790
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