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Cites work
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- A Mirror Image Invariance for M-Estimators
- Approximate bias correction in econometrics
- BIAS IN THE ESTIMATION OF AUTOCORRELATIONS
- Bias assessment and reduction in linear error-correction models
- Bootstrap confidence intervals. With comments and a rejoinder by the authors
- Encompassing and indirect inference
- Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
- First Order Autoregression: Inference, Estimation, and Prediction
- NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION
- Prepivoting to reduce level error of confidence sets
- The \(n^{-2}\)-order mean squared errors of the maximum likelihood and the minimum logit chi-square estimator
- The bootstrap and Edgeworth expansion
- The exact moments of the least squares estimator for the autoregressive model
Cited in
(75)- Heteroskedasticity-consistent covariance matrix estimation:white's estimator and the bootstrap∗
- Simulation-based bias correction methods for complex models
- Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model
- Simulation-based estimation methods for financial time series models
- Improved point estimation for the Kumaraswamy distribution
- Using the bootstrap for finite sample confidence intervals of the log periodogram regression
- Bias-adjusted estimation in the ARX(1) model
- A fast iterated bootstrap procedure for approximating the small-sample bias
- Statistical foundations of person parameter estimation in the Thurstonian IRT model for forced-choice and pairwise comparison designs
- Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models
- Improving the finite sample performance of autoregression estimators in dynamic factor models: a bootstrap approach
- Least squares bias in time series with moderate deviations from a unit root
- Nearly weighted risk minimal unbiased estimation
- Moment approximation for least‐squares estimators in dynamic regression models with a unit root
- Improving the reliability of bootstrap tests with the fast double bootstrap
- Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models
- Bootstrap prediction intervals for autoregressive time series
- The Third-Order Bias of Nonlinear Estimators
- Mean absolute percentage error and bias in economic forecasting
- Confidence intervals for the ratio between two means of Birnbaum-Saunders distributions
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- Adjusted estimates and Wald statistics for the AR(1) model with constant
- On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
- Improved parameter estimation of the log-logistic distribution with applications
- The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
- Bootstrap-based improved estimators for the two-parameter Birnbaum–Saunders distribution
- Finite-sample properties of the maximum likelihood estimator for the binary logit model with random covariates
- Analytic bias correction for maximum likelihood estimators when the bias function is non-constant
- Bias correction through filtering omitted variables and instruments
- Improved maximum-likelihood estimation in a regression model with general parametrization
- Confidence intervals for the variance and difference of variances of Birnbaum-Saunders distributions
- Heteroscedasticity-robust estimation of autocorrelation
- Improved statistical inference for the two-parameter Birnbaum-Saunders distribution
- Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment
- Bootstrap methods for the empirical study of decision-making and information flows in social systems
- A class of computational methods to reduce selection bias when designing phase 3 clinical trials
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- The ability to correct the bias in the stable AD(1,1) model with a feedback effect
- A solution to the weak instrument bias in 2SLS estimation: indirect inference with stochastic approximation
- The indirect method: inference based on intermediate statistics -- a synthesis and examples
- Bias reduction for the maximum likelihood estimator of the doubly-truncated Poisson distribution
- Interval estimation for the shape and scale parameters of the Birnbaum-Saunders distribution
- On bartlett and bartlett-type corrections francisco cribari-neto
- Improving the estimation and predictions of small time series models
- Approximate bias correction in econometrics
- Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form
- On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods
- Model-based INAR bootstrap for forecasting INAR\((p)\) models
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- Bias reduction in parameter estimation
- Intrinsic Bayesian estimation of linear time series models
- Estimation bias and bias correction in reduced rank autoregressions
- Bias correction for time series factor models
- Estimating labor force joiners and leavers using a heterogeneity augmented two-tier stochastic frontier
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- The impact of demand parameter uncertainty on the bullwhip effect
- Improved point estimation for inverse gamma regression models
- scientific article; zbMATH DE number 434952 (Why is no real title available?)
- Confidence Interval Estimation for the Mean of Zero-Inflated Birnbaum–Saunders Distribution
- Econometric analysis of continuous time models: a survey of Peter Phillips's work and some new results
- Bias in the estimation of the mean reversion parameter in continuous time models
- Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
- Distribution under elliptical symmetry of a distance-based multivariate coefficient of variation
- The effects of sampling strategies on the small sample properties of the logit estimator
- Improved estimators for a general class of beta regression models
- Improved point and interval estimation for a beta regression model
- On the estimation bias in first-order bifurcating autoregressive models
- Estimating Functions in Indirect Inference
- Simultaneous confidence intervals for all pairwise differences between the means of multiple zero-inflated Birnbaum-Saunders distributions
- Inferences from logistic regression models in the presence of small samples, rare events, nonlinearity, and multicollinearity with observational data
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