On the effect of deterministic terms on the bias in stable AR models
type: Item
instance of: scholarly article
title: On the effect of deterministic terms on the bias in stable AR models
zbMATH Open document ID: 1254.91691
author: Noud P. A. van Giersbergen
published in: Economics Letters
publication date: 2013-01-03T00:00:00Z
full work available at URL: on-the-effect-of-deterministic-terms-on-the-bias-in-stable-ar-models(7b94c223-b80c-4589-b895-eb43b24bfbbf).html
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 6121791
zbMATH Keywords: autoregressive models
zbMATH Keywords: estimation bias
zbMATH Keywords: large-sample asymptotics
zbMATH Keywords: Nagar expansions
MaRDI profile type: Publication
OpenAlex ID: W1967009205
cites work: Q5841817
cites work: Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1
cites work: Q4124141
cites work: Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend
cites work: BIAS IN THE ESTIMATION OF AUTOCORRELATIONS
cites work: The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
cites work: The Bias of Autoregressive Coefficient Estimators
DOI: 10.1016/J.ECONLET.2005.05.013
description: scientific article; zbMATH DE number 6121791