Mean estimation bias in least squares estimation of autoregressive processes
Year of publication: |
1985
|
---|---|
Authors: | Pantula, Sastry G. ; Fuller, Wayne A. |
Published in: |
Journal of econometrics. - Amsterdam : North-Holland Publ. Co., ZDB-ID 879665-8. - Vol. 27.1985, 1, p. 99-121
|
Subject: | Statistik | Korrelation und Regression | Schätzmethodik und Testmethodik | Methode der kleinsten Abweichungen | Fehler | Mittelwert |
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