Pages that link to "Item:Q819431"

The following pages link to On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods (Q819431):

Displaying 10 items.

• Asymptotic results for hybrids of empirical and partial sums processes (Q465638) (← links)
• The size and power of the bias-corrected bootstrap test for regression models with autocorrelated errors (Q816054) (← links)
• Bias correction of OLSE in the regression model with lagged dependent variables. (Q1583509) (← links)
• Bootstrap of linear model with AR-error structure (Q1907601) (← links)
• Calibration with low bias (Q1956335) (← links)
• Recursive adjusted unit root tests under non-stationary volatility (Q2043142) (← links)
• Bias Correction With Jackknife, Bootstrap, and Taylor Series (Q5124435) (← links)
• Simulation-Based Bias Correction Methods for Complex Models (Q5229900) (← links)
• Estimation bias and bias correction in reduced rank autoregressions (Q5860917) (← links)
• On the estimation bias in first-order bifurcating autoregressive models (Q6541745) (← links)