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

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  • Fomby, Thomas B.

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  • Fomby, Thomas B., 1984. "Small sample efficiency gains from a first observation correction for Hatanaka's estimator of the lagged dependent variable-serial correlation regression model," Working Papers 8407, Federal Reserve Bank of Dallas.
  • Handle: RePEc:fip:feddwp:84-07
    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.
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