Optimal jackknife for unit root models (Q2344879): Difference between revisions

@@ Property / cites work @@
+On existence of moment of mean reversion estimator in linear diffusion models
+Normal rank
@@ Property / cites work @@
+Jackknife estimation of stationary autoregressive models
+Normal rank
@@ Property / cites work @@
+Jackknife estimation with a unit root
@@ Property / cites work: Jackknife estimation with a unit root / rank @@
+Normal rank
@@ Property / cites work @@
+Limiting distributions of least squares estimates of unstable autoregressive processes
+Normal rank
@@ Property / cites work @@
+Bootstrap methods: another look at the jackknife
@@ Property / cites work: Bootstrap methods: another look at the jackknife / rank @@
+Normal rank
@@ Property / cites work @@
+The bootstrap and Edgeworth expansion
@@ Property / cites work: The bootstrap and Edgeworth expansion / rank @@
+Normal rank
@@ Property / cites work @@
+Towards a unified asymptotic theory for autoregression
+Normal rank
@@ Property / cites work @@
+UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST
+Normal rank
@@ Property / cites work @@
+Q5792707
@@ Property / cites work: Q5792707 / rank @@
+Normal rank
@@ Property / cites work @@
+Econometric Estimators and the Edgeworth Approximation
+Normal rank
@@ Property / cites work @@
+The jackknife and bootstrap
@@ Property / cites work: The jackknife and bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic expansions for the mean and variance of the serial correlation coefficient
+Normal rank
@@ Property / cites work @@
+Bias in the estimation of the mean reversion parameter in continuous time models
+Normal rank