Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149)
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scientific article; zbMATH DE number 6119780
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| English | Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models |
scientific article; zbMATH DE number 6119780 |
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Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (English)
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30 December 2012
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ARX-model
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bias approximation
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lagged dependent variables
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Monte Carlo simulation
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0.8333290219306946
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0.8141279220581055
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0.7962318062782288
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0.7961834669113159
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0.7954139113426208
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