Pages that link to "Item:Q1298413"
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The following pages link to Approximate bias correction in econometrics (Q1298413):
Displaying 50 items.
- The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Q301969) (← links)
- Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates (Q452302) (← links)
- Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
- Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation (Q725678) (← links)
- Bootstrap methods for the empirical study of decision-making and information flows in social systems (Q742760) (← links)
- Estimation in conditional first order autoregression with discrete support (Q816536) (← links)
- On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods (Q819431) (← links)
- Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form (Q907059) (← links)
- Using the bootstrap for finite sample confidence intervals of the log periodogram regression (Q961387) (← links)
- Improved estimators for a general class of beta regression models (Q962267) (← links)
- Improved point and interval estimation for a beta regression model (Q1010437) (← links)
- Improving the reliability of bootstrap tests with the fast double bootstrap (Q1019962) (← links)
- Bias-adjusted estimation in the ARX(1) model (Q1019969) (← links)
- Bootstrap prediction intervals for autoregressive time series (Q1019991) (← links)
- Improved statistical inference for the two-parameter Birnbaum-Saunders distribution (Q1020129) (← links)
- Approximate bias correction in econometrics (Q1298413) (← links)
- A quadratic bootstrap method and improved estimation in logistic regression. (Q1424453) (← links)
- Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
- Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (Q1623541) (← links)
- Improved interval estimation of long run response from a dynamic linear model: a highest density region approach (Q1658337) (← links)
- Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models (Q1659162) (← links)
- Improved parameter estimation of the log-logistic distribution with applications (Q1695529) (← links)
- Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
- Nearly weighted risk minimal unbiased estimation (Q1740270) (← links)
- New distribution theory for the estimation of structural break point in mean (Q1754516) (← links)
- Noninformative priors and frequentist risks of Bayesian estimators of vector-autoregressive models (Q1810683) (← links)
- Improved estimation of clutter properties in speckled imagery. (Q1852892) (← links)
- Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
- Interval estimation for the shape and scale parameters of the Birnbaum-Saunders distribution (Q2010175) (← links)
- Model-based INAR bootstrap for forecasting INAR\((p)\) models (Q2282603) (← links)
- The impact of demand parameter uncertainty on the bullwhip effect (Q2286923) (← links)
- Estimating labor force joiners and leavers using a heterogeneity augmented two-tier stochastic frontier (Q2398609) (← links)
- A solution to the weak instrument bias in 2SLS estimation: indirect inference with stochastic approximation (Q2446276) (← links)
- The indirect method: inference based on intermediate statistics -- a synthesis and examples (Q2503926) (← links)
- Improving the estimation and predictions of small time series models (Q2693368) (← links)
- Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap<sup>∗</sup> (Q2747234) (← links)
- Bias reduction for the maximum likelihood estimator of the doubly-truncated Poisson distribution (Q2811399) (← links)
- On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution (Q2839057) (← links)
- ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS (Q2878817) (← links)
- Improved maximum-likelihood estimation in a regression model with general parametrization (Q3087832) (← links)
- Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
- Least Squares Bias in Time Series with Moderate Deviations from a Unit Root (Q3120659) (← links)
- Improved point estimation for inverse gamma regression models (Q3389631) (← links)
- The Third-Order Bias of Nonlinear Estimators (Q3532751) (← links)
- The effects of sampling strategies on the small sample properties of the logit estimator (Q3592010) (← links)
- Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment (Q3592657) (← links)
- On bartlett and bartlett-type corrections francisco cribari-neto (Q4355150) (← links)
- Estimating Functions in Indirect Inference (Q4665858) (← links)
- A Fast Iterated Bootstrap Procedure for Approximating the Small-Sample Bias (Q4929221) (← links)
- Bias correction for time series factor models (Q4960630) (← links)
