The exact moments of the least squares estimator for the autoregressive model

Principles of Econometrics

1973 • 3,349 citations

Principles of Econometrics.

1972 • 2,215 citations

On the Theoretical Specification and Sampling Properties of Autocorrelated Time-Series

1946 • 819 citations

NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION

1954 • 542 citations

First Order Autoregression: Inference, Estimation, and Prediction

1969 • 199 citations

Asymptotic expansions for the mean and variance of the serial correlation coefficient

1961 • 148 citations

Finite-Sample Properties of the k-Class Estimators

1972 • 125 citations

Statistical Inference in Dynamic Economic Models

1951 • 43 citations