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- W594326481 abstract "This paper investigates the finite sample distribution of the least squares estimator in an AR(1) model. Distributions of the least squares estimator are computed numerically from an alternative approach which relieves computational burdens by standard methods. Lower order moment values are also computed accordingly." @default.
- W594326481 created "2016-06-24" @default.
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- W594326481 date "1992-01-01" @default.
- W594326481 modified "2023-09-27" @default.
- W594326481 title "Numerical Computation of Exact Distributions for First Order Stochastic Difference Equations" @default.
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- W594326481 doi "https://doi.org/10.1007/978-3-662-26811-7_50" @default.
- W594326481 hasPublicationYear "1992" @default.
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