Bounds for the Bias of the LS Estimator of [sigma][superscript]2 in the Case of a First-Order (Positive) Autoregressive Process When the Regression Contains a Constant Term.
| Year of publication: |
1978
|
|---|---|
| Authors: | Neudecker, H |
| Published in: |
Econometrica. - Econometric Society. - Vol. 46.1978, 5, p. 1223-26
|
| Publisher: |
Econometric Society |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005332343