Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149): Difference between revisions
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Revision as of 14:17, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models |
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Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (English)
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30 December 2012
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ARX-model
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bias approximation
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lagged dependent variables
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Monte Carlo simulation
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