Jackknife estimation of stationary autoregressive models (Q528128): Difference between revisions

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-.1016/j.jeconom.2012.09.003
@@ Property / DOI: 10.1016/j.jeconom.2012.09.003 / rank @@
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+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
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+G09
@@ Property / Mathematics Subject Classification ID: 62G09 / rank @@
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+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
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@@ Property / zbMATH DE Number @@
+6714803
@@ Property / zbMATH DE Number: 6714803 / rank @@
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@@ Property / zbMATH Keywords @@
+jackknife
@@ Property / zbMATH Keywords: jackknife / rank @@
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@@ Property / zbMATH Keywords @@
+bias
@@ Property / zbMATH Keywords: bias / rank @@
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+autoregression
@@ Property / zbMATH Keywords: autoregression / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W1572950718
@@ Property / OpenAlex ID: W1572950718 / rank @@
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@@ Property / cites work @@
+Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
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@@ Property / cites work @@
+THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
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+The second-order bias and mean squared error of estimators in time-series models
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@@ Property / cites work @@
+Consistent autoregressive spectral estimates
@@ Property / cites work: Consistent autoregressive spectral estimates / rank @@
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+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
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@@ Property / cites work @@
+Bootstrap methods: another look at the jackknife
@@ Property / cites work: Bootstrap methods: another look at the jackknife / rank @@
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@@ Property / cites work @@
+Q3959963
@@ Property / cites work: Q3959963 / rank @@
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@@ Property / cites work @@
+Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
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@@ Property / cites work @@
+Local GMM estimation of time series models with conditional moment restrictions
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@@ Property / cites work @@
+Q3409064
@@ Property / cites work: Q3409064 / rank @@
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@@ Property / cites work @@
+Q5475047
@@ Property / cites work: Q5475047 / rank @@
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@@ Property / cites work @@
+On blocking rules for the bootstrap with dependent data
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@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
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@@ Property / cites work @@
+NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION
@@ Property / cites work: NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION / rank @@
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@@ Property / cites work @@
+Empirical Likelihood-Based Inference in Conditional Moment Restriction Models
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@@ Property / cites work @@
+The jackknife and the bootstrap for general stationary observations
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@@ Property / cites work @@
+A Trustworthy Jackknife
@@ Property / cites work: A Trustworthy Jackknife / rank @@
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@@ Property / cites work @@
+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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@@ Property / cites work @@
+NOTES ON BIAS IN ESTIMATION
@@ Property / cites work: NOTES ON BIAS IN ESTIMATION / rank @@
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@@ Property / cites work @@
+The exact moments of the least squares estimator for the autoregressive model
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@@ Property / cites work @@
+On Bias Reduction in Estimation
@@ Property / cites work: On Bias Reduction in Estimation / rank @@
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@@ Property / cites work @@
+The Bias of Autoregressive Coefficient Estimators
@@ Property / cites work: The Bias of Autoregressive Coefficient Estimators / rank @@
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@@ Property / cites work @@
+The jackknife and bootstrap
@@ Property / cites work: The jackknife and bootstrap / rank @@
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+Efficient information theoretic inference for conditional moment restrictions
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@@ Property / cites work @@
+Jackknife, bootstrap and other resampling methods in regression analysis
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@@ Property / DOI @@
+.1016/J.JECONOM.2012.09.003
@@ Property / DOI: 10.1016/J.JECONOM.2012.09.003 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:528128