Estimation Bias in the First-Order Autoregressive Model and Its Impact on Predictions and Prediction Intervals (Q3625349): Difference between revisions
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| Property / cites work: Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models / rank | |||
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| Property / cites work: Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root / rank | |||
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| Property / cites work: Q4840212 / rank | |||
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| Property / cites work: First Order Autoregression: Inference, Estimation, and Prediction / rank | |||
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| Property / cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis / rank | |||
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Latest revision as of 13:06, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation Bias in the First-Order Autoregressive Model and Its Impact on Predictions and Prediction Intervals |
scientific article |
Statements
Estimation Bias in the First-Order Autoregressive Model and Its Impact on Predictions and Prediction Intervals (English)
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12 May 2009
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bias-correction
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first-order autoregressive model
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least squares estimate
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prediction
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prediction interval
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