Pages that link to "Item:Q1062707"
From MaRDI portal
The following pages link to Asymptotic bias of the least squares estimator for multivariate autoregressive models (Q1062707):
Displaying 16 items.
- Bias in estimating multivariate and univariate diffusions (Q530603) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends (Q553875) (← links)
- A direction of bias result for the standard errors of a sequential least squares single equation rational expectations estimator (Q902606) (← links)
- On the bias of the least squares estimator for the first order autoregressive process (Q909399) (← links)
- Mean estimation bias in least squares estimation of autoregressive processes (Q1058799) (← links)
- Asymptotic bias of the high-order autoregressive estimates of sinusoidal frequencies (Q1091999) (← links)
- (Q2960290) (← links)
- ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING (Q3197165) (← links)
- BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS (Q3497073) (← links)
- Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment (Q3592657) (← links)
- ASYMPTOTIC MEAN SQUARE PREDICTION ERROR FOR A MULTIVARIATE AUTOREGRESSIVE MODEL WITH RANDOM COEFFICIENTS (Q3774780) (← links)
- PREDICTION ERROR OF MULTIVARIATE TIME SERIES WITH MIS-SPECIFIED MODELS (Q3823698) (← links)
- Asymptotic properties of over-parametrized least-squares estimator (Q3983053) (← links)
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA (Q4933580) (← links)
- (Q5118530) (← links)
- Estimating parameters in autoregressive models with asymmetric innovations (Q5900465) (← links)
