Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Home> Publications> Econometrica>The Bias of Liviatan's Consistent Estimator in a Distributed Lag Model

Econometrica: Apr, 1968, Volume 36, Issue 2

The Bias of Liviatan's Consistent Estimator in a Distributed Lag Model

https://doi.org/0012-9682(196804)36:2<337:TBOLCE>2.0.CO;2-O
p. 337-342

A. L. Nagar, Y. P. Gupta

In 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.

Institutional Access
Log In To View Full Content

Publications

Econometrica

Journal News

August 27, 2024

Econometrica Editorial Board Changes

Econometrica has an update in its upcoming board change this October 2024.
View

Log In


Forgot your password?