Pages that link to "Item:Q451269"

The following pages link to The second-order bias and mean squared error of estimators in time-series models (Q451269):

Displaying 24 items.

• Joint confidence sets for structural impulse responses (Q281051) (← links)
• Impulse response matching estimators for DSGE models (Q341903) (← links)
• The second-order bias and mean squared error of estimators in time-series models (Q451269) (← 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)
• The second-order bias of quantile estimators (Q1627013) (← links)
• A general result on the estimation bias of ARMA models (Q1643799) (← links)
• Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models (Q1659162) (← links)
• Estimation bias and feasible conditional forecasts from the first-order moving average model (Q1695568) (← links)
• Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model (Q1726177) (← links)
• The ABC of simulation estimation with auxiliary statistics (Q1754514) (← links)
• Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
• Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model (Q2068980) (← links)
• Bias in instrumental-variable estimators of fixed-effect models for count data (Q2126209) (← links)
• Expectation of quadratic forms in normal and nonnormal variables with applications (Q2266889) (← links)
• The second-order asymptotic properties of asymmetric least squares estimation (Q2297951) (← links)
• On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
• Higher order mean squared error of generalized method of moments estimators for nonlinear models (Q2320739) (← links)
• A general method for third-order bias and variance corrections on a nonlinear estimator (Q2346025) (← links)
• Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040) (← links)
• Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates (Q3007846) (← links)
• On skewness and kurtosis of econometric estimators (Q3161674) (← links)
• Bias in local projections (Q6118714) (← links)