Pages that link to "Item:Q5703222"

The following pages link to Moment approximation for least‐squares estimators in dynamic regression models with a unit root (Q5703222):

Displaying 7 items.

• Small sample properties of forecasts from autoregressive models under structural breaks (Q265113) (← links)
• The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Q301969) (← links)
• A note on the distribution of the least squares estimator of a random walk with a linear trend (Q1206325) (← 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)
• Practical small sample inference for single lag subset autoregressive models (Q2427148) (← links)
• Shrinkage estimation and forecasting in dynamic regression models under structural instability (Q6656775) (← links)