MEAN ESTIMATION BIAS IN LEAST-SQUARES ESTIMATION OF AUTOREGRESSIVE PROCESSES

被引：9

作者：

PANTULA, SG ^{[1
]}

FULLER, WA ^{[1
]}

机构：

[1] IOWA STATE UNIV, AMES, IA 50010 USA

来源：

JOURNAL OF ECONOMETRICS | 1985年 / 27卷 / 01期

关键词：

D O I：

10.1016/0304-4076(85)90046-6

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：99 / 121

页数：23

共 18 条

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