Pages that link to "Item:Q2886973"
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The following pages link to THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION (Q2886973):
Displaying 9 items.
- Joint confidence sets for structural impulse responses (Q281051) (← links)
- Impulse response matching estimators for DSGE models (Q341903) (← links)
- Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
- Jackknife estimation of stationary autoregressive models (Q528128) (← links)
- Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (Q1623541) (← links)
- Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
- Expectation of quadratic forms in normal and nonnormal variables with applications (Q2266889) (← links)
- Improving the estimation and predictions of small time series models (Q2693368) (← links)
- Least Squares Bias in Time Series with Moderate Deviations from a Unit Root (Q3120659) (← links)
