The bias of \(\sigma \) in dynamic models

DOI10.1016/0165-1765(86)90008-XzbMath1328.62529MaRDI QIDQ899777

Ignacio Mauleón

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic dynamics (91B55)

Related Items (1)

A test of the future expectations model

Cites Work

• Econometric Estimators and the Edgeworth Approximation
• Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model

This page was built for publication: The bias of \(\sigma \) in dynamic models