Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models

DOI10.1515/1941-1928.1122zbMath1266.91075OpenAlexW2092750287MaRDI QIDQ4928553

Garry D. A. Phillips, Gareth Liu-Evans

Publication date: 14 June 2013

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/1941-1928.1122

zbMATH Keywords

bootstrapmean squared errorefficiencybiasnon-normaljackknifeautoregressionmoment approximation

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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