Working Paper
Small sample efficiency gains from a first observation correction for Hatanaka's estimator of the lagged dependent variable-serial correlation regression model
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Provider: Federal Reserve Bank of Dallas
Part of Series: Working Papers
Publication Date: 1984
Number: 8407
Note: Published as: Fomby, Thomas B. (1987), "Small Sample Efficiency Gains From a First Observation Correction for Hatanaka's Estimator of the Lagged Dependent Variable-Serial Correlation Regression Model," Communications in Statistics – Simulation and Computation 16 (2): 551-571.