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"Higher-order asymptotic expansions of the least-squares estimation bias in ..."

Jan F. Kiviet, Garry D. A. Phillips (2012)

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DOI: 10.1016/J.CSDA.2010.07.013

access: closed

type: Journal Article

metadata version: 2020-02-18

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Jan F. Kiviet, Garry D. A. Phillips:
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models. Comput. Stat. Data Anal. 56(11): 3705-3729 (2012)

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