Estimation bias and feasible conditional forecasts from the first-order moving average model
type: Item
instance of: scholarly article
title: Estimation bias and feasible conditional forecasts from the first-order moving average model
zbMATH Open document ID: 1499.62297
author: Yong Bao
author: Ru Zhang
published in: Journal of Time Series Econometrics
publication date: 2018-02-07T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6835815
zbMATH Keywords: bias
zbMATH Keywords: moving average
zbMATH Keywords: feasible forecasts
MaRDI profile type: Publication
full work available at URL: jtse-2013-0015
OpenAlex ID: W3123018327
cites work: Finite-sample properties of forecasts from the stationary first-order autoregressive model under a general error distribution
cites work: The second-order bias and mean squared error of estimators in time-series models
cites work: Q5889118
cites work: Expectation of quadratic forms in normal and nonnormal variables with applications
cites work: Least absolute deviation estimation for all-pass time series models
cites work: Bias correction in ARMA models
cites work: Q4840212
cites work: Quasi-likelihood estimation of non-invertible moving average process
cites work: The sampling distribution of forecasts from a first-order autoregression
cites work: The second-order bias and mean squared error of nonlinear estimators
cites work: Some Small Sample Evidence on the Distribution of Dynamic Simulation Forecasts
cites work: Q3696348
cites work: Finite Sample Econometrics
DOI: 10.1515/JTSE-2013-0015
description: scientific article; zbMATH DE number 6835815