Alternative bias approximations in first-order dynamic reduced form models

DOI10.1016/S0165-1889(98)00055-4zbMath0918.90041OpenAlexW2122572347MaRDI QIDQ1292222

Garry D. A. Phillips, Jan F. Kiviet, Bernhard Schipp

Publication date: 20 June 1999

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1889(98)00055-4

zbMATH Keywords

least squares estimatorbias approximations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (1)

The second-order bias and mean squared error of estimators in time-series models

Cites Work

• Unnamed Item
• The exact moments of OLS in dynamic regression models with non-normal errors
• The exact moments of the least squares estimator for the autoregressive model
• Bias assessment and reduction in linear error-correction models
• The Bias of the Two-Stage Least Squares Estimator

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