Pages that link to "Item:Q1171848"

The following pages link to Edgeworth approximations in first-order stochastic difference equations with exogenous variables (Q1171848):

Displaying 5 items.

• On calculating the Edgeworth approximate distribution of an econometric estimator or test statistic (Q374792) (← links)
• On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods (Q819431) (← links)
• The exact moments of OLS in dynamic regression models with non-normal errors (Q1123523) (← links)
• Bias correction of OLSE in the regression model with lagged dependent variables. (Q1583509) (← links)
• Bias approximations for covariance parameter estimators in the linear model with ar(1) errors (Q3474072) (← links)