Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (Q1623541)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models |
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Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (English)
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23 November 2018
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bias correction
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efficiency gains
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finite sample moments
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higher-order asymptotic expansions
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lagged dependent variables
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size improvements
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