Publisher
Oxford University PressOxford
Reference389 articles.
1. OLS Bias in a Nonstationary Autoregression;Abadir,;Econometric Theory
2. The Limiting Distribution of the Autocorrelation Coefficient Under a Unit Root;The Annals of Statistics
3. An Introduction to Hypergeometric Functions for Economists;Econometric Reviews,1999
4. The Influence of VAR Dimensions on Estimator Biases;Econometrica,1999