Bias assessment and reduction in linear error-correction models (Q1341210)
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scientific article; zbMATH DE number 706589
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias assessment and reduction in linear error-correction models |
scientific article; zbMATH DE number 706589 |
Statements
Bias assessment and reduction in linear error-correction models (English)
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1 March 1995
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small disturbance asymptotics
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ARMA(p,0,k) model
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bias correction
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small- sample bias
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ordinary least-squares coefficient estimator
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dynamic regression models
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innovation errors
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lagged-dependent and strongly- exogeneous explanatory variables
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linear parameter constraints
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variable transformations
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approximations
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linear error-correction model
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large- sample asymptotics
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0.9050485
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0.9005634
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0.8964136
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0.89157456
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0.8905765
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0.8895205
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