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- W2018077703 abstract "This paper investigates the finite sample distributions of the least squares estimator in a first order autoregressive model. Distributions of the least squares estimator ø̂ are computed numerically from an alternative approach for both stationary and nonstationary cases. Convenient expressions are also obtained to compute the density functions and moments of the least squares estimator ø̂. It is found that the limiting distributions of ø̂ are inadequate approximations to the exact distributions." @default.
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- W2018077703 title "Exact distributions, density functions and moments of the last squares estimator in a first-order autoregressive model" @default.
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- W2018077703 doi "https://doi.org/10.1016/0167-9473(94)90022-1" @default.
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