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The Bias of the Standard Errors of OLS for an AR(1) Process with an Arbitrary Variance on the Initial Observations

Published online by Cambridge University Press:  18 October 2010

Badi H. Baltagi  and
Qi Li
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Abstract

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Type
Problems
Information
Econometric Theory , Volume 8 , Issue 1 , March 1992 , pp. 146
Copyright
Copyright © Cambridge University Press 1992

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References

REFERENCES

1.Baltagi, B.H. & Li, Qi. The heteroscedastic consequences of an arbitrary variance of the initial disturbance of an AR(1) model. Problem 90.3.1, Econometric Theory 6 (1990): 405.CrossRefGoogle Scholar