Bias reduction in autoregressive models
type: Item
instance of: scholarly article
title: Bias reduction in autoregressive models
zbMATH Open document ID: 0968.91024
DOI: 10.1016/S0165-1765(00)00233-0
published in: Economics Letters
publication date: 2000-08-21T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 91B02
zbMATH DE Number: 1493262
zbMATH Keywords: first order bias
zbMATH Keywords: impulse response
zbMATH Keywords: bias reduction
author: Kerry D. Patterson
MaRDI profile type: Publication
cites work: Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1
cites work: NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION
cites work: BIAS IN THE ESTIMATION OF AUTOCORRELATIONS
cites work: First Order Autoregression: Inference, Estimation, and Prediction
cites work: Mean estimation bias in least squares estimation of autoregressive processes
cites work: The Bias of Autoregressive Coefficient Estimators
cites work: A fixed point characterization for bias of autoregressive estimators
cites work: Bias of some commonly-used time series estimates
description: scientific article; zbMATH DE number 1493262