In an earlier article published in the International Economic Review (1963) Liviatan proposed a consistent estimator for a distributed lag model. In the present note we analyze the bias of this estimator to order 1/T, T being the number of observations.
MLA
Nagar, A. L., and Y. P. Gupta. “The Bias of Liviatan's Consistent Estimator in a Distributed Lag Model.” Econometrica, vol. 36, .no 2, Econometric Society, 1968, pp. 337-342, https://www.jstor.org/stable/1907493
Chicago
Nagar, A. L., and Y. P. Gupta. “The Bias of Liviatan's Consistent Estimator in a Distributed Lag Model.” Econometrica, 36, .no 2, (Econometric Society: 1968), 337-342. https://www.jstor.org/stable/1907493
APA
Nagar, A. L., & Gupta, Y. P. (1968). The Bias of Liviatan's Consistent Estimator in a Distributed Lag Model. Econometrica, 36(2), 337-342. https://www.jstor.org/stable/1907493
The Executive Committee of the Econometric Society has approved an increase in the submission fees for papers in Econometrica. Starting January 1, 2025, the fee for new submissions to Econometrica will be US$125 for regular members and US$50 for student members.
By clicking the "Accept" button or continuing to browse our site, you agree to first-party and session-only cookies being stored on your device. Cookies are used to optimize your experience and anonymously analyze website performance and traffic.
