The Bias of the Standard Errors of OLS for an AR(1) Process with an Arbitrary Variance on the Initial Observations
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Overview
published proceedings
- Econometric Theory
author list (cited authors)
- Baltagi, B. H., & Li, Q. i.
citation count
- 6
complete list of authors
- Baltagi, Badi H||Li, Qi
publication date
- January 1992
publisher
- Cambridge University Press (CUP) Publisher
published in
- ECONOMETRIC THEORY Journal