Approximation of the bias of the least squares estimator of [sigma]² in the case of a first-order autoregressive process and two correlated predictors
By: by Wilfried R. Vanhonacker
Series: Research working paper -- no. 449A; Research working papers (Columbia University. Graduate School of Business) -- no. 449A.
Publisher: Graduate School of Business, Columbia University
Published: 1981
Place of publication: New York
Language: eng
Notes: Bibliography: p. [10].