The exact moments of the least squares estimator for the autoregressive model
- 1 October 1978
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 8 (2) , 159-172
- https://doi.org/10.1016/0304-4076(78)90025-8
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- Finite-Sample Properties of the k-Class EstimatorsEconometrica, 1972
- First Order Autoregression: Inference, Estimation, and PredictionEconometrica, 1969
- Asymptotic expansions for the mean and variance of the serial correlation coefficientBiometrika, 1961
- NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATIONBiometrika, 1954
- On the Theoretical Specification and Sampling Properties of Autocorrelated Time-SeriesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1946