Degrees of Freedom Adjustment for Disturbance Variance...

The Econometrics Journal 1998 Vol. 1; Iss. 2

Degrees of Freedom Adjustment for Disturbance Variance Estimators in Dynamic Regression Models

Jan F. Kiviet, Garry D.A. Phillips
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Volume:
1
Year:
1998
Language:
english
Pages:
27
DOI:
10.1111/1368-423x.12017
File:
PDF, 312 KB
english, 1998
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