Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149)

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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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