Small sample efficiency gains from a first observation correction for Hatanaka's estimator of the lagged dependent variable-serial correlation regression model

Thomas Fomby

No 8407, Working Papers from Federal Reserve Bank of Dallas

Pages: 19 pages
Date: 1984
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.
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.dallasfed.org/~/media/documents/research/papers/1984/wp8407.pdf Full text (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fip:feddwp:84-07

Ordering information: This working paper can be ordered from

Access Statistics for this paper

More papers in Working Papers from Federal Reserve Bank of Dallas Contact information at EDIRC.
Bibliographic data for series maintained by Amy Chapman ().