Finite Sample Econometrics
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- The second-order bias of quantile estimators
- Estimation bias and feasible conditional forecasts from the first-order moving average model
- Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors
- HAC estimation in spatial panels
- Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
- The bias of elasticity estimators in linear regression: some analytic results
- GLS detrending and unit root testing
- Testing slope homogeneity in panel data models with a multifactor error structure
- Expectation of quadratic forms in normal and nonnormal variables with applications
- Saddlepoint approximations for short and long memory time series: a frequency domain approach
- A general method for third-order bias and variance corrections on a nonlinear estimator
- On efficiency properties of an R-square coefficient based on final prediction error
- Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression
- Second-order refinements for \(t\)-ratios with many instruments
- Testing slope homogeneity in large panels
- Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions
- Finite-sample properties of the maximum likelihood estimator for the Poisson regression model with random covariates
- scientific article; zbMATH DE number 434951 (Why is no real title available?)
- A bias-adjusted LM test of error cross-section independence
- The Third-Order Bias of Nonlinear Estimators
- The second-order bias and mean squared error of estimators in time-series models
- Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates
- On the relevance of finite sample distribution theory
- The asymptotic covariance matrix of the QMLE in ARMA models
- Exact distribution of the F-statistic under heteroskedasticity of unknown form for improved inference
- Bias in the estimation of the mean reversion parameter in continuous time models
- Large panels with common factors and spatial correlation
- Location properties of point estimators in linear instrumental variables and related models
- Limit theory for VARs with mixed roots near unity
- Distribution of the mean reversion estimator in the Ornstein–Uhlenbeck process
- Estimating flow data models of international trade: dual gravity and spatial interactions
- Indirect inference estimation of higher-order spatial autoregressive models
- Many-sample tests for the equality and the proportionality hypotheses between large covariance matrices
- Statistical inference on kurtosis of independent component model
- Variable selection, estimation and inference for multi-period forecasting problems
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