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ERIC Number: EJ528466
Record Type: Journal
Publication Date: 1996
Pages: N/A
Abstractor: N/A
Reference Count: N/A
ISBN: N/A
ISSN: ISSN-0022-0485
Teaching Regressions with a Lagged Dependent Variable and Autocorrelated Disturbances.
Maeshiro, Asatoshi
Journal of Economic Education, v27 n1 p72-84 Win 1996
Rectifies the unsatisfactory textbook treatment of the finite-sample proprieties of estimators of regression models with a lagged dependent variable and autocorrelated disturbances. Maintains that the bias of the ordinary least squares estimator is determined by the dynamic and correlation effects. (MJP)
Publication Type: Reports - Descriptive; Journal Articles
Education Level: N/A
Audience: Researchers; Teachers; Practitioners
Language: English
Sponsor: N/A
Authoring Institution: N/A