Peculiar bias properties of the OLSestimator when applied to a dynamic model with autocorrelated disturbances

Authors
A.Maeshiro
Citation
A.maeshiro, Peculiar bias properties of the OLSestimator when applied to a dynamic model with autocorrelated disturbances, Communications in statistics. Theory and methods Communications in statistics. Part A. Theory and methods , 19(4), 1990, pp. 1185-1204
Journal title
Communications in statistics. Theory and methods Communications in statistics. Part A. Theory and methods → ACNP
ISSN journal
03610926
Volume
19
Issue
4
Year of publication
1990
Pages
1185 - 1204
Database
ACNP
SICI code