Temporal aggregation and finite sample parameter efficiency assuming first-order serial correlation
By: by Wilfried R. Vanhonacker
Series: Research working paper -- no. 450A; Research working papers (Columbia University. Graduate School of Business) -- no. 449A.
Publisher: Graduate School of Business, Columbia University,c[1981]
Published: 1981
Place of publication: New York
Language: eng
Number of pages: 39
Notes: Bibliography: p. 39.