The Resource Finite sample bias of the least squares estimator in an AR(p)model : estimation, inference, simulation and examples

Finite sample bias of the least squares estimator in an AR(p)model : estimation, inference, simulation and examples

Label
Finite sample bias of the least squares estimator in an AR(p)model : estimation, inference, simulation and examples
Title
Finite sample bias of the least squares estimator in an AR(p)model
Title remainder
estimation, inference, simulation and examples
Contributor
Language
eng
Member of
Cataloging source
IT-FiEUI
Index
no index present
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Patterson, K. D
  • University of Reading
Series statement
Discussion papers in quantitative economics & computing
Series volume
57
Label
Finite sample bias of the least squares estimator in an AR(p)model : estimation, inference, simulation and examples
Link
http://www.reading.ac.uk/economics/research/econ-discussionpapers.aspx
Instantiates
Publication
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEb12513489
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
System control number
(OCoLC)43405320
Label
Finite sample bias of the least squares estimator in an AR(p)model : estimation, inference, simulation and examples
Link
http://www.reading.ac.uk/economics/research/econ-discussionpapers.aspx
Publication
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Control code
FIEb12513489
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
System control number
(OCoLC)43405320

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