Jackknife estimation with a unit root
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Publication:383929
DOI10.1016/j.spl.2013.03.016zbMath1278.62139OpenAlexW2008942237MaRDI QIDQ383929
Marcus J. Chambers, Maria Kyriacou
Publication date: 6 December 2013
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.03.016
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Related Items (4)
Overlapping subsampling and invariance to initial conditions ⋮ Least Squares Bias in Time Series with Moderate Deviations from a Unit Root ⋮ Estimation bias and bias correction in reduced rank autoregressions ⋮ Optimal jackknife for unit root models
Cites Work
- Jackknife estimation of stationary autoregressive models
- On the non-existence of a Bartlett correction for unit root tests
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- NOTES ON BIAS IN ESTIMATION
- Bartlett Corrections for Unit Root Test Statistics
- Miscellanea. Bartlett correction of the unit root test in autoregressive models
- A CORRECTION FACTOR FOR UNIT ROOT TEST STATISTICS
- Time Series Regression with a Unit Root
- BIAS IN THE ESTIMATION OF AUTOCORRELATIONS
- NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION
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