The second-order bias and mean squared error of estimators in time-series models

DOI10.1016/J.JECONOM.2006.07.007zbMath1247.91148OpenAlexW2106637517MaRDI QIDQ451269

Aman Ullah, Yong Bao

Publication date: 23 September 2012

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.07.007

zbMATH Keywords

time seriesstochastic expansionhigher-order moments

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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