Econometrica: Apr 1968, Volume 36, Issue 2
The Bias of Liviatan's Consistent Estimator in a Distributed Lag Model
A. L. Nagar, Y. P. GuptaIn an earlier article published in the International Economic Review (1963) Liviatan proposed a consistent estimator for a distributed lag model. In the present note we analyze the bias of this estimator to order 1/T, T being the number of observations.
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