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
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