Bias approximations for covariance parameter estimators in the linear model with ar(1) errors (Q3474072): Difference between revisions

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-Lonnie Magee
@@ Property / author: Lonnie Magee / rank @@
-Normal rank
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+Lonnie Magee
@@ Property / author: Lonnie Magee / 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/10.1080/03610928908829907
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+W2048815658
@@ Property / OpenAlex ID: W2048815658 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5631966
@@ Property / cites work: Q5631966 / rank @@
+Normal rank
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+A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
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+Estimators of the disturbance variance in econometric models. Small- sample bias and the existence of moments
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+NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION
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+BIAS IN THE ESTIMATION OF AUTOCORRELATIONS
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+Q3341719
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+Bias of some commonly-used time series estimates
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+Edgeworth approximations in first-order stochastic difference equations with exogenous variables
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+ESTIMATION OF LINEAR REGRESSION MODEL WITH AUTOCORRELATED DISTURBANCES
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@@ links / mardi / name / links / mardi / name @@
+Publication:3474072