Bias Correction in a Stable AD(1,1) Model
Year of publication: |
2001
|
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Authors: | van Giersbergen, Noud P.A. |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Bias | Schätztheorie | Theorie | Autokorrelation | autoregressive distributed-lag models | estima-tion bias | large sample asymptotics | Nagar expansions |
Series: | Tinbergen Institute Discussion Paper ; 01-120/4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 834537575 [GVK] hdl:10419/85808 [Handle] RePEc:dgr:uvatin:20010120 [RePEc] |
Classification: | C13 - Estimation ; C22 - Time-Series Models |
Source: |
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Bias correction in a stable AD(1,1) model
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