Pages that link to "Item:Q1583509"

The following pages link to Bias correction of OLSE in the regression model with lagged dependent variables. (Q1583509):

Displaying 9 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)
• On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors (Q849893) (← links)
• Bias-adjusted estimation in the ARX(1) model (Q1019969) (← links)
• The ability to correct the bias in the stable AD(1,1) model with a feedback effect (Q1659112) (← links)
• Median unbiased forecasts for highly persistent autoregressive processes (Q1868967) (← links)
• Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
• Miscellanea. From unbiased linear estimating equations to unbiased estimators (Q3842840) (← links)
• Heteroscedasticity-robust estimation of autocorrelation (Q5085929) (← links)