Bias correction of OLSE in the regression model with lagged dependent variables

Computational Statistics and Data Analysis

Volumn 34, Issue 4, 2000, Pages 495-511

  Tanizaki, Hisashi ^a  

^a KOBE UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; DATA REDUCTION; DATA STRUCTURES; ERROR ANALYSIS; MATHEMATICAL MODELS; MONTE CARLO METHODS; PARAMETER ESTIMATION;

EXOGENEOUS VARIABLES; MEAN-UNBIASED ESTIMATORS; MEDIAN-UNBIASED ESTIMATORS;

REGRESSION ANALYSIS;

EID: 0034291059     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(99)00108-5     Document Type: Article

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