Pages that link to "Item:Q2886973"
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The following pages link to The approximate moments of the least squares estimator for the stationary autoregressive model under a general error distribution (Q2886973):
Displaying 17 items.
- Joint confidence sets for structural impulse responses (Q281051) (← links)
- Regressor and disturbance have moments of all orders, least squares estimator has none (Q286456) (← links)
- Impulse response matching estimators for DSGE models (Q341903) (← links)
- The second-order bias and mean squared error of estimators in time-series models (Q451269) (← links)
- Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
- Jackknife estimation of stationary autoregressive models (Q528128) (← links)
- The exact moments of OLS in dynamic regression models with non-normal errors (Q1123523) (← links)
- Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model (Q1361520) (← links)
- Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (Q1623541) (← links)
- Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
- Expectation of quadratic forms in normal and nonnormal variables with applications (Q2266889) (← links)
- Improving the estimation and predictions of small time series models (Q2693368) (← links)
- Finite-sample properties of forecasts from the stationary first-order autoregressive model under a general error distribution (Q2886966) (← links)
- Least Squares Bias in Time Series with Moderate Deviations from a Unit Root (Q3120659) (← links)
- (Q3706363) (← links)
- Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk (Q5133503) (← links)
- Moment approximation for least‐squares estimators in dynamic regression models with a unit root (Q5703222) (← links)
