Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
type: Item
instance of: scholarly article
title: Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
zbMATH Open document ID: 1255.62258
author: Jan F. Kiviet
author: G. D. A. Phillips
published in: Computational Statistics and Data Analysis
publication date: 2012-12-30T00:00:00Z
full work available at URL: 1751 OecologiaLipsDuivenvoorden.pdf
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6119780
zbMATH Keywords: ARX-model
zbMATH Keywords: bias approximation
zbMATH Keywords: lagged dependent variables
zbMATH Keywords: Monte Carlo simulation
MaRDI profile type: Publication
OpenAlex ID: W2103773647
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DOI: 10.1016/J.CSDA.2010.07.013
description: scientific article; zbMATH DE number 6119780