Pages that link to "Item:Q5289303"
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The following pages link to Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models (Q5289303):
Displaying 50 items.
- Wavelet-Variance-Based Estimation for Composite Stochastic Processes (Q97868) (← links)
- Symmetry-based inference in an instrumental variable setting (Q290937) (← links)
- Testing slope homogeneity in large panels (Q290939) (← links)
- Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
- Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
- Jackknife estimation of stationary autoregressive models (Q528128) (← links)
- Indirect inference for dynamic panel models (Q530970) (← links)
- The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors (Q816054) (← links)
- Estimation in conditional first order autoregression with discrete support (Q816536) (← links)
- On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods (Q819431) (← links)
- A small sample confidence interval for autoregressive parameters (Q951044) (← links)
- Additional sources of bias in half-life estimation (Q1010552) (← links)
- Bias-adjusted estimation in the ARX(1) model (Q1019969) (← links)
- Half-life estimation based on the bias-corrected bootstrap: a highest density region approach (Q1019975) (← links)
- Bootstrap prediction intervals for autoregressive time series (Q1019991) (← links)
- Impulse response confidence intervals for persistent data: what have we learned? (Q1027372) (← links)
- Recursive mean adjustment in time-series inferences (Q1284588) (← links)
- Approximate bias correction in econometrics (Q1298413) (← links)
- An outlier robust unit root test with an application to the extended Nelson-Plosser data (Q1347098) (← links)
- Nonlinear instrumental variable estimation of an autoregression. (Q1421319) (← links)
- Bias correction of OLSE in the regression model with lagged dependent variables. (Q1583509) (← links)
- Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
- Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments (Q1588306) (← links)
- Moment ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors (Q1659160) (← links)
- Nearly weighted risk minimal unbiased estimation (Q1740270) (← links)
- New distribution theory for the estimation of structural break point in mean (Q1754516) (← links)
- Median unbiased forecasts for highly persistent autoregressive processes (Q1868967) (← links)
- Closed forms for asymptotic bias and variance in autoregressive models with unit roots (Q1903663) (← links)
- Does the labor-income process contain a unit root? Evidence from individual-specific time series (Q1991916) (← links)
- Practical small sample inference for single lag subset autoregressive models (Q2427148) (← links)
- Contemporaneous aggregation of linear dynamic models in large economies (Q2439052) (← links)
- Estimating deterministic trends with an integrated or stationary noise component (Q2628832) (← links)
- Finite-sample properties of estimators for first and second order autoregressive processes (Q2676880) (← links)
- Exactly/nearly unbiased estimation of autocovariances of a univariate time series with unknown mean (Q2830677) (← links)
- Econometric analysis of continuous time models: a survey of Peter Phillips's work and some new results (Q2878817) (← links)
- A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in a Stationary Autoregressive Model (Q2890120) (← links)
- UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION (Q3108564) (← links)
- Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
- Asymptotic Theory and Unified Confidence Region for an Autoregressive Model (Q3120660) (← links)
- BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND (Q3181952) (← links)
- Median-unbiased Estimation and Exact Inference Methods for First-order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form (Q3440744) (← links)
- IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE (Q3580632) (← links)
- Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment (Q3592657) (← links)
- Estimation Bias in the First-Order Autoregressive Model and Its Impact on Predictions and Prediction Intervals (Q3625349) (← links)
- AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD (Q4562542) (← links)
- EXACT LIKELIHOOD INFERENCE IN GROUP INTERACTION NETWORK MODELS (Q4637612) (← links)
- Median Unbiased and Maximum Likelihood Estimations of ARCH(0, 1) Coefficient (Q4807621) (← links)
- Bootstrapping time series models (Q4883731) (← links)
- Heteroscedasticity-robust estimation of autocorrelation (Q5085929) (← links)
- SECOND ORDER EXPANSION OF THE <i>T</i>-STATISTIC IN AR(1) MODELS (Q5255868) (← links)
