Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models
Year of publication: |
1998
|
---|---|
Authors: | Kiviet, J. F. ; Phillips, Garry D. A. |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 1.1998, 2, p. 44-70
|
Subject: | Regressionsanalyse | Regression analysis | Theorie | Theory | Autokorrelation | Autocorrelation |
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