The following pages link to Finite Sample Econometrics (Q5710164):
Displaying 32 items.
- Testing slope homogeneity in large panels (Q290939) (← links)
- The second-order bias and mean squared error of estimators in time-series models (Q451269) (← links)
- Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates (Q452302) (← links)
- Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
- Large panels with common factors and spatial correlation (Q530595) (← links)
- Variable selection, estimation and inference for multi-period forecasting problems (Q738005) (← links)
- Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (Q1623541) (← links)
- The second-order bias of quantile estimators (Q1627013) (← links)
- Estimation bias and feasible conditional forecasts from the first-order moving average model (Q1695568) (← links)
- Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors (Q1695683) (← links)
- HAC estimation in spatial panels (Q1925850) (← links)
- Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
- The bias of elasticity estimators in linear regression: some analytic results (Q1929829) (← links)
- GLS detrending and unit root testing (Q1934175) (← links)
- Testing slope homogeneity in panel data models with a multifactor error structure (Q2175649) (← links)
- Expectation of quadratic forms in normal and nonnormal variables with applications (Q2266889) (← links)
- Saddlepoint approximations for short and long memory time series: a frequency domain approach (Q2280588) (← links)
- A general method for third-order bias and variance corrections on a nonlinear estimator (Q2346025) (← links)
- On efficiency properties of an \(R\)-square coefficient based on final prediction error (Q2435749) (← links)
- Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression (Q2489787) (← links)
- Second-order refinements for \(t\)-ratios with many instruments (Q2682953) (← links)
- Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions (Q3007555) (← links)
- Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates (Q3007846) (← links)
- A bias-adjusted LM test of error cross-section independence (Q3499431) (← links)
- The Third-Order Bias of Nonlinear Estimators (Q3532751) (← links)
- The asymptotic covariance matrix of the QMLE in ARMA models (Q5034253) (← links)
- Exact distribution of the <i>F</i>-statistic under heteroskedasticity of unknown form for improved inference (Q5065302) (← links)
- Location Properties of Point Estimators in Linear Instrumental Variables and Related Models (Q5863560) (← links)
- Limit Theory for VARs with Mixed Roots Near Unity (Q5863571) (← links)
- Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process (Q5864661) (← links)
- Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices (Q6635581) (← links)
- Statistical inference on kurtosis of independent component model (Q6651140) (← links)
