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 journalArticlepeer-review

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

ASJC Scopus subject areas

  • Economics and Econometrics
  • Social Sciences (miscellaneous)

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