The second-order bias and mean squared error of estimators in time-series models (Q451269): Difference between revisions

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-Yong Bao
@@ Property / author: Yong Bao / rank @@
-Normal rank
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+Yong Bao
@@ Property / author: Yong Bao / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
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@@ Property / zbMATH DE Number @@
+6085402
@@ Property / zbMATH DE Number: 6085402 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+higher-order moments
@@ Property / zbMATH Keywords: higher-order moments / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic expansion
@@ Property / zbMATH Keywords: stochastic expansion / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+time series
@@ Property / zbMATH Keywords: time series / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2006.07.007
+Normal rank
@@ Property / OpenAlex ID @@
+W2106637517
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@@ Property / cites work @@
+The \(n^{-2}\)-order mean squared errors of the maximum likelihood and the minimum logit chi-square estimator
+Normal rank
@@ Property / cites work @@
+Q3339129
@@ Property / cites work: Q3339129 / rank @@
+Normal rank
@@ Property / cites work @@
+Distributions of Estimates of Coefficients of a Single Equation in a Simultaneous System and Their Asymptotic Expansions
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@@ Property / cites work @@
+Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate
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@@ Property / cites work @@
+The second-order bias and mean squared error of estimators in time-series models
+Normal rank
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+Q4090091
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+Normal rank
@@ Property / cites work @@
+Asymptotic Expansions of the Information Matrix Test Statistic
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+Bias correction in ARMA models
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+Q4272478
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+NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION
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+Normal rank
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+Bias assessment and reduction in linear error-correction models
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+Alternative bias approximations in first-order dynamic reduced form models
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+The moments of products of quadratic forms in normal variables
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+The expectation of products of quadratic forms in normal variables: the practice
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+The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
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+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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+Q3819858
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+Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
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+BIASES OF ESTIMATORS IN MULTIVARIATE NON-GAUSSIAN AUTOREGRESSIONS
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+Corrigendum to: ``The second-order bias and mean squared error of nonlinear estimators''
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+The second-order bias and mean squared error of nonlinear estimators
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+The bias and accuracy of moment estimators
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+Q3703102
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+The Validity of Nagar's Expansion for the Moments of Econometric Estimators
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+Econometric Estimators and the Edgeworth Approximation
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+The exact moments of the least squares estimator for the autoregressive model
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+Q3999154
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+Finite Sample Econometrics
@@ Property / cites work: Finite Sample Econometrics / rank @@
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+Moments of the ratio of quadratic forms in non-normal variables with econometric examples
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@@ Property / cites work @@
+Asymptotic expansions for the mean and variance of the serial correlation coefficient
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@@ links / mardi / name / links / mardi / name @@
+Publication:451269