The Bias of the Standard Errors of OLS for an AR(1) Process with an Arbitrary Variance on the Initial Observations

Research output: Contribution to journalArticle

1 Scopus citations
Original languageEnglish (US)
Pages (from-to)146
Number of pages1
JournalEconometric Theory
Volume8
Issue number1
DOIs
StatePublished - 1992
Externally publishedYes

ASJC Scopus subject areas

  • Economics and Econometrics
  • Social Sciences (miscellaneous)

Cite this