Small sample properties of existing and new estimators of the autocorrelation coefficient and regression coefficents in the context of AR(1) errors
Year of publication: |
2005
|
---|---|
Authors: | Sharma, Subhash Chandra ; Coleman, Brian |
Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 3.2005, 1, p. 133-160
|
Subject: | Statistik | Applied statistics | Regressionsanalyse | Regression analysis | Theorie | Theory | Autokorrelation | Autocorrelation |
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