Estimation bias and bias correction in reduced rank autoregressions (Q5860917): Difference between revisions

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+The Influence of VAR Dimensions on Estimator Biases
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+Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
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+Multidimensional Stochastic Approximation Methods
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+On Small-Sample Estimation
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+Bootstrap Testing of Hypotheses on Co-Integration Relations in Vector Autoregressive Models
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+COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY
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+Testing for co-integration in vector autoregressions with non-stationary volatility
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+Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models
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+Jackknife estimation of stationary autoregressive models
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+Jackknife estimation with a unit root
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+Computationally intensive econometrics using a distributed matrix-programming language
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+Q4318617
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+Indirect inference for dynamic panel models
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+Q4409944
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+Note on the median of a multivariate distribution
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+Statistical analysis of cointegration vectors
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+A small sample correction for tests of hypotheses on the cointegrating vectors
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+NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION
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+Q4421713
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+Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models
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+Q5312885
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+Approximate bias correction in econometrics
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+BIAS IN THE ESTIMATION OF AUTOCORRELATIONS
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+Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models
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+Folklore Theorems, Implicit Maps, and Indirect Inference
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+Acceleration of Stochastic Approximation by Averaging
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+NOTES ON BIAS IN ESTIMATION
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+A Stochastic Approximation Method
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+Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes
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+Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models
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+Corrigendum to ''Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models''
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+On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods
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+Bias of some commonly-used time series estimates
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+Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors
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