Journal Article Cournot's Dynamic Market Solution and Hosomatsu's Lemma: An Alternative Proof Get access H. Neudecker H. Neudecker University of Birmingham, and Middle East Technical University, Ankara Search for other works by this author on: Oxford Academic Google Scholar The Review of Economic Studies, Volume 37, Issue 3, July 1970, Pages 447–448, https://doi.org/10.2307/2296733 Published: 01 July 1970 Article history Received: 01 October 1969 Revision received: 01 January 1970 Published: 01 July 1970

H. Neudecker, Bounds for the Bias of the LS Estimator of σ 2 in the Case of a First-Order (Positive) Autoregressive Process when the Regression Contains a Constant Term, Econometrica, Vol. 46, No. 5 (Sep., 1978), pp. 1223-1226

[This paper considers the least squares estimator of @? extasciicircum2 in the linear model with disturbances generated by a first-order autoregressive process. It is well known that the estimator is biased. In this paper an attempt is made to establish bounds for the bias. These bounds depend on n, k, and @r, where n is the number of observations, k is the number of parameters, and @r is the (positive) coefficient of the autoregressive process.]

H. Neudecker, Bounds for the Bias of the Least Squares Estimator of @s^2 in the Case of a First-Order Autoregressive Process (Positive Autocorrelation), Econometrica, Vol. 45, No. 8 (Nov., 1977), p. 2006

I. Introduction, 505—. II. The backward-looking system and Kendrick's system, 506.

H. H. Thell, H. Neudecker; Substitution, Complementarity, and the Residual Variation around Engel Curves, The Review of Economic Studies, Volume 25, Issue