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The exact moments of the least-squares estimator for the autoregressive model corrections and extensions
Nankervis, J. C.; Savin, N. E. - In: Journal of Econometrics 37 (1988) 3, pp. 381-388
Persistent link: https://www.econbiz.de/10005228559
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Testing the autoregressive parameter with the t statistic
Nankervis, J. C.; Savin, N. E. - In: Journal of Econometrics 27 (1985) 2, pp. 143-161
Persistent link: https://www.econbiz.de/10005115494