Home>Publications>Econometrica>Notes and Comments: Bounds for the Bias of the LS Estimator of @s^2 in the Case of a First-Order (Positive) Autoregressive Process when the Regression Contains a Constant Term
Notes and Comments: Bounds for the Bias of the LS Estimator of @s^2 in the Case of a First-Order (Positive) Autoregressive Process when the Regression Contains a Constant Term
Neudecker, H.. “Notes and Comments: Bounds for the Bias of the LS Estimator of @s^2 in the Case of a First-Order (Positive) Autoregressive Process when the Regression Contains a Constant Term.” Econometrica, vol. 46, .no 5, Econometric Society, 1978, pp. 1223-1226, https://www.jstor.org/stable/1911447
Chicago
Neudecker, H.. “Notes and Comments: Bounds for the Bias of the LS Estimator of @s^2 in the Case of a First-Order (Positive) Autoregressive Process when the Regression Contains a Constant Term.” Econometrica, 46, .no 5, (Econometric Society: 1978), 1223-1226. https://www.jstor.org/stable/1911447
APA
Neudecker, H. (1978). Notes and Comments: Bounds for the Bias of the LS Estimator of @s^2 in the Case of a First-Order (Positive) Autoregressive Process when the Regression Contains a Constant Term. Econometrica, 46(5), 1223-1226. https://www.jstor.org/stable/1911447
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.