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

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+The \(n^{-2}\)-order mean squared errors of the maximum likelihood and the minimum logit chi-square estimator
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+Q3339129
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+Distributions of Estimates of Coefficients of a Single Equation in a Simultaneous System and Their Asymptotic Expansions
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+Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate
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+The second-order bias and mean squared error of estimators in time-series models
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+Q4090091
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+Asymptotic Expansions of the Information Matrix Test Statistic
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+Bias correction in ARMA models
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+NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION
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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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+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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+Finite Sample Econometrics
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+Moments of the ratio of quadratic forms in non-normal variables with econometric examples
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+Asymptotic expansions for the mean and variance of the serial correlation coefficient
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