Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
By: Jan F. Kiviet and Garry D.A. Phillips.
Contributors: Phillips, Garry D.A.
Series: Discussion paper / University of Bristol, Department of Economics -- no.96/431; Discussion paper (University of Bristol, Department  of Economics) -- no.96/431.
Publisher: University of Bristol, Department of Economics
Published: 1996
Place of publication: Bristol
Language: eng