Pages that link to "Item:Q1341210"

The following pages link to Bias assessment and reduction in linear error-correction models (Q1341210):

Displaying 24 items.

• Testing slope homogeneity in large panels (Q290939) (← links)
• Exogenous variables and asymptotic bias in dynamic models with autocorrelated errors: a note (Q375136) (← links)
• The second-order bias and mean squared error of estimators in time-series models (Q451269) (← links)
• On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors (Q849893) (← links)
• The bias of \(\sigma \) in dynamic models (Q899777) (← links)
• Alternative bias approximations in first-order dynamic reduced form models (Q1292222) (← links)
• Approximate bias correction in econometrics (Q1298413) (← links)
• Vector attenuation bias in the classical errors-in-variables model (Q1352219) (← links)
• Bias correction of OLSE in the regression model with lagged dependent variables. (Q1583509) (← links)
• Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (Q1623541) (← links)
• Improved interval estimation of long run response from a dynamic linear model: a highest density region approach (Q1658337) (← links)
• The ability to correct the bias in the stable AD(1,1) model with a feedback effect (Q1659112) (← links)
• On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (Q1899226) (← links)
• Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
• Results on the bias and inconsistency of ordinary least squares for the linear probability model (Q1929052) (← links)
• The bias of elasticity estimators in linear regression: some analytic results (Q1929829) (← links)
• Bias reduction in the two-stage method for degradation data analysis (Q1988778) (← links)
• Bias in reduced-form estimates of pass-through (Q2452982) (← links)
• Bias-corrected bootstrap prediction intervals for autoregressive model: new alternatives with applications to tourism forecasting (Q3065551) (← links)
• Degrees of freedom adjustment for disturbance variance estimators in dynamic regression models (Q4415854) (← links)
• Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix (Q4797690) (← links)
• Comparing approximations to the expectation of a ratio of quadratic forms in normal variables (Q4883728) (← links)
• Adjusting for bias in long horizon regressions using R (Q5116809) (← links)
• Shrinkage estimation and forecasting in dynamic regression models under structural instability (Q6656775) (← links)