Bias in Regressions With a Lagged Dependent Variable
给出了当其他回归变量均为外生时，滞后因变量系数估计偏误的O(T^{-1})阶表达式，该偏误是滞后因变量系数、外生变量自回归结构及其系数的非线性函数，最大偏误与方程中外生回归元数量呈线性关系。
We give an expression to order O( T -1 ), where T is the sample size, for bias to the estimated coefficient on a lagged dependent variable when all other regressors are exogenous. The general expression is a nonlinear function of the coefficient on the lagged dependent variable, the autoregressive structure of the exogenous variables, and the coefficients on the exogenous variables. The maximum bias that can arise is a linear function of the number of exogenous regressors in the estimating equation.