Pages that link to "Item:Q1787421"
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The following pages link to Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators (Q1787421):
Displaying 6 items.
- Nearly unbiased estimation of sample skewness (Q777703) (← links)
- On a general class of long run variance estimators (Q2446261) (← links)
- Exactly/nearly unbiased estimation of autocovariances of a univariate time series with unknown mean (Q2830677) (← links)
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA (Q4933580) (← links)
- A simple nearly unbiased estimator of cross‐covariances (Q4997697) (← links)
- Correcting the bias of the sample cross‐covariance estimator (Q6194051) (← links)