Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Home> Econometrica> Issues> Supplemental Materials>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: Sep, 1978, Volume 46, Issue 5

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

https://www.jstor.org/stable/1911447
p. 1223-1226

H. Neudecker

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