Pages that link to "Item:Q909399"
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The following pages link to On the bias of the least squares estimator for the first order autoregressive process (Q909399):
Displaying 14 items.
- The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Q301969) (← links)
- On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods (Q819431) (← links)
- A direction of bias result for the standard errors of a sequential least squares single equation rational expectations estimator (Q902606) (← 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)
- Bartlett corrections in cointegration testing (Q1960594) (← links)
- Moments in Pearson's four-step uniform random walk problem and other applications of very well-poised generalized hypergeometric series (Q2061762) (← links)
- Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise (Q2261915) (← links)
- From short to long memory: aggregation and estimation (Q2445699) (← links)
- Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
- Least Squares Bias in Time Series with Moderate Deviations from a Unit Root (Q3120659) (← links)
- APPROXIMATE DISTRIBUTION OF PARAMETER ESTIMATORS FOR FIRST-ORDER AUTOREGRESSIVE MODELS (Q4012955) (← links)
- Inference About the First-Order Autoregressive Coefficient (Q4681075) (← links)
- Heteroscedasticity-robust estimation of autocorrelation (Q5085929) (← links)
