Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment (Q3592657): Difference between revisions

@@ Property / cites work @@
+Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
+Normal rank
@@ Property / cites work @@
+Recent developments in bootstrapping time series
@@ Property / cites work: Recent developments in bootstrapping time series / rank @@
+Normal rank
@@ Property / cites work @@
+Q4884570
@@ Property / cites work: Q4884570 / rank @@
+Normal rank
@@ Property / cites work @@
+NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION
@@ Property / cites work: NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping time series models
@@ Property / cites work: Bootstrapping time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Approximate bias correction in econometrics
@@ Property / cites work: Approximate bias correction in econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+First Order Autoregression: Inference, Estimation, and Prediction
+Normal rank
@@ Property / cites work @@
+Bias reduction in autoregressive models
@@ Property / cites work: Bias reduction in autoregressive models / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Statistical Inference and its Applications
@@ Property / cites work: Linear Statistical Inference and its Applications / rank @@
+Normal rank
@@ Property / cites work @@
+The Bias of Autoregressive Coefficient Estimators
@@ Property / cites work: The Bias of Autoregressive Coefficient Estimators / rank @@
+Normal rank
@@ Property / cites work @@
+On resampling methods for variance and bias estimation in linear models
+Normal rank
@@ Property / cites work @@
+Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
+Normal rank
@@ Property / cites work @@
+recursive Mean Adjustment for Unit Root Tests
@@ Property / cites work: recursive Mean Adjustment for Unit Root Tests / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive mean adjustment in time-series inferences
+Normal rank
@@ Property / cites work @@
+A fixed point characterization for bias of autoregressive estimators
+Normal rank
@@ Property / cites work @@
+Bootstrap Prediction Intervals for Autoregression
@@ Property / cites work: Bootstrap Prediction Intervals for Autoregression / rank @@
+Normal rank
@@ Property / cites work @@
+Bias of some commonly-used time series estimates
@@ Property / cites work: Bias of some commonly-used time series estimates / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic bias of the least squares estimator for multivariate autoregressive models
+Normal rank