Pages that link to "Item:Q1927149"
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The following pages link to Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149):
Displaying 14 items.
- The bias of \(\sigma \) in dynamic models (Q899777) (← links)
- A direction of bias result for the standard errors of a sequential least squares single equation rational expectations estimator (Q902606) (← links)
- The accuracy of the higher order bias approximation for the 2SLS estimator (Q1285517) (← links)
- Alternative bias approximations in first-order dynamic reduced form models (Q1292222) (← links)
- Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (Q1623541) (← links)
- The ability to correct the bias in the stable AD(1,1) model with a feedback effect (Q1659112) (← links)
- On the effect of deterministic terms on the bias in stable AR models (Q1928659) (← links)
- Bias and covariance of the least squares estimate in a structured errors-in-variables problem (Q2291334) (← links)
- Higher order mean squared error of generalized method of moments estimators for nonlinear models (Q2320739) (← links)
- Improving the estimation and predictions of small time series models (Q2693368) (← links)
- Least Squares Bias in Time Series with Moderate Deviations from a Unit Root (Q3120659) (← links)
- Estimation Bias in the First-Order Autoregressive Model and Its Impact on Predictions and Prediction Intervals (Q3625349) (← links)
- Moment approximation for least‐squares estimators in dynamic regression models with a unit root (Q5703222) (← links)
- Shrinkage estimation and forecasting in dynamic regression models under structural instability (Q6656775) (← links)
