Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment
From MaRDI portal
Publication:3592657
DOI10.1080/02664760600994638zbMath1119.62361OpenAlexW1989598989MaRDI QIDQ3592657
Publication date: 13 September 2007
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664760600994638
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40)
Related Items (3)
Short and long run causality measures: theory and inference ⋮ A Fast Iterated Bootstrap Procedure for Approximating the Small-Sample Bias ⋮ First-order bias correction for fractionally integrated time series
Cites Work
- Unnamed Item
- Asymptotic bias of the least squares estimator for multivariate autoregressive models
- On resampling methods for variance and bias estimation in linear models
- Recursive mean adjustment in time-series inferences
- Approximate bias correction in econometrics
- Bias reduction in autoregressive models
- Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
- A fixed point characterization for bias of autoregressive estimators
- recursive Mean Adjustment for Unit Root Tests
- Bias of some commonly-used time series estimates
- Bootstrap Prediction Intervals for Autoregression
- The Bias of Autoregressive Coefficient Estimators
- Recent developments in bootstrapping time series
- Bootstrapping time series models
- Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
- First Order Autoregression: Inference, Estimation, and Prediction
- Linear Statistical Inference and its Applications
- NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION
This page was built for publication: Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment
