On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors
Year of publication: |
2007
|
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Authors: | Stocker, Toni |
Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 48.2007, 1, p. 81-93
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Subject: | Systematischer Fehler | Bias | Regressionsanalyse | Regression analysis | Dynamische Wirtschaftstheorie | Economic dynamics | Theorie | Theory | Kleinste-Quadrate-Methode | Least squares method | Autokorrelation | Autocorrelation |
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