The Calculation of the exact finite sample distribution for the OLS estimator of the paramenter in AR(1) model with a unit root

Bibliographic Information

The Calculation of the exact finite sample distribution for the OLS estimator of the paramenter in AR(1) model with a unit root

by Gen'iti Suhama

(Discussion paper series, No. 1996-3)

School of Economics, University of Osaka Prefecture, 1996.10

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Details

  • NCID
    BA84515856
  • Country Code
    ja
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Sakai
  • Pages/Volumes
    5 p.
  • Size
    30 cm
  • Parent Bibliography ID
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