On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods (Q819431)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods |
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On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods (English)
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28 March 2006
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AR\((p)\) model
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OLSE
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unbiased estimator
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exogenous variables
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nonnormal error
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bootstrap method
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Monte Carlo
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tables
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