Miscellanea. From unbiased linear estimating equations to unbiased estimators

DOI10.1093/BIOMET/85.1.244MaRDI QIDQ3842840zbMATH OpenOpenAlexFDO

Authors Offer Lieberman

Publication date 1998

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/85.1.244

zbMATH Keywords

estimating equationbias correctionautoregression modelFirth's formulabias prevention

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Bias correction in ARMA models
• Bias reduction in autoregressive models
• Bias correction of OLSE in the regression model with lagged dependent variables.
• Bias-adjusted estimation in the ARX(1) model

Cited in

(4)

• The Pitman comparison of unbiased linear estimators
• scientific article; zbMATH DE number 782705 (Why is no real title available?)
• Global debiased DC estimations for biased estimators via pro forma regression
• Unbiasedness of Iterated Aitken Estimators

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