Pages that link to "Item:Q1361520"

The following pages link to Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model (Q1361520):

Displaying 9 items.

• The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Q301969) (← links)
• On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods (Q819431) (← links)
• From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more (Q819959) (← links)
• Bias correction of OLSE in the regression model with lagged dependent variables. (Q1583509) (← links)
• Exact distribution and moments for the RLS estimate in a time-varying AR(1) process (Q1915012) (← links)
• Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
• DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN A FIRST-ORDER AUTOREGRESSIVE MODEL (Q4817928) (← links)
• Effect of autocorrelation estimators on the performance of the X̄ control chart (Q4960710) (← links)
• Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process (Q5864661) (← links)