Finite sample characteristics of a blue estimator as a function of temporal aggregation and serial correlation
By: by Wilfried R. Vanhonacker
Series: Research working paper -- no. 494A; Research working papers (Columbia University. Graduate School of Business) -- no. 494A.
Publisher: Graduate School of Business, Columbia University
Published: 1983
Place of publication: New York
Language: eng
Notes: Bibliography: p. 9.