Econometrica: Sep 1978, Volume 46, Issue 5

Notes and Comments: Bounds for the Bias of the LS Estimator of @s^2 in the Case of a First-Order (Positive) Autoregressive Process when the Regression Contains a Constant Term

https://doi.org/0012-9682(197809)46:5<1223:BFTBOT>2.0.CO;2-L
p. 1223-1226

H. Neudecker

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