Additional sources of bias in half-life estimation

DOI10.1016/J.CSDA.2005.12.016zbMath1157.62496OpenAlexW2155014541MaRDI QIDQ1010552

Sung K. Ahn, Byeongchan Seong, A. K. M. Mahbub Morshed

Publication date: 6 April 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2005.12.016

zbMATH Keywords

structural breakimpulse response function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation in survival analysis and censored data (62N02)

Related Items (1)

Augmented Half‐Life Estimation Based on High‐Frequency Data

Cites Work

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• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• Are Output Fluctuations Transitory?
• Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models

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