Department of Economics and Business Economics

A Note on: The Distribution of the Least Squares Estimator of a Random Walk with Drift - Some Analytical Evidence

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A Note on: The Distribution of the Least Squares Estimator of a Random Walk with Drift - Some Analytical Evidence. / Haldrup, Niels; Hylleberg, Svend.

In: Economic Letters, Vol. 48, 1995, p. 221-228.

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@article{05619000af8611dbbee902004c4f4f50,
title = "A Note on: The Distribution of the Least Squares Estimator of a Random Walk with Drift - Some Analytical Evidence",
author = "Niels Haldrup and Svend Hylleberg",
year = "1995",
language = "English",
volume = "48",
pages = "221--228",
journal = "Economic Letters",

}

RIS

TY - JOUR

T1 - A Note on: The Distribution of the Least Squares Estimator of a Random Walk with Drift - Some Analytical Evidence

AU - Haldrup, Niels

AU - Hylleberg, Svend

PY - 1995

Y1 - 1995

M3 - Journal article

VL - 48

SP - 221

EP - 228

JO - Economic Letters

JF - Economic Letters

ER -