Pages that link to "Item:Q3497073"
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The following pages link to BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS (Q3497073):
Displaying 14 items.
- The second-order bias and mean squared error of estimators in time-series models (Q451269) (← links)
- Mean estimation bias in least squares estimation of autoregressive processes (Q1058799) (← links)
- Asymptotic bias of the least squares estimator for multivariate autoregressive models (Q1062707) (← links)
- First inverse moment of a generalized quadratic form (Q1305224) (← links)
- Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions (Q2176323) (← links)
- The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
- (Q2960290) (← links)
- Convergence analysis of the RLS identification algorithm with exponential forgetting in stationary ARX-structures (Q4244226) (← links)
- Confidence intervals for impulse responses under departures from normality (Q4384998) (← links)
- Recent developments in bootstrapping time series (Q4493472) (← links)
- Bootstrap-based bias corrections for INAR count time series (Q5107388) (← links)
- Bias in local projections (Q6118714) (← links)
- Consistency of averaged impulse response estimators in vector autoregressive models (Q6604024) (← links)
- Local projections vs. VARs: lessons from thousands of DGPs (Q6664644) (← links)
