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Second-order properties of estimators of serial correlation from regression residuals

Dennis P. Sheehan
Year1985
VenueJournal of Econometrics
Typearticle
Citations3
DOI10.1016/0304-4076(85)90008-9
OpenAlexW2019996723

Topics

Advanced Statistical Methods and ModelsEstimatorMathematicsMonte Carlo methodAutocorrelationStatistics