A note on the distribution of the least squares estimator of a random walk with drift
- 1 January 1989
- journal article
- Published by Elsevier in Economics Letters
- Vol. 29 (3) , 225-230
- https://doi.org/10.1016/0165-1765(89)90065-7
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Finite Sample Distributions oftandFStatistics in an AR(1) Model with Anexogenous VariableEconometric Theory, 1987
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987