Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
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Publication:5289303
DOI10.2307/2951781zbMath0772.62064OpenAlexW2119592891MaRDI QIDQ5289303
Publication date: 22 August 1993
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2951781
tablesquantilesreal exchange ratesimpulse response functionautoregressive processindustrial productionexact confidence intervalsvelocity of moneyunit root modelcumulative impulse responsedeterministic time trendexactly median-unbiased estimatorsstochastic time trendunbiased model selection procedure
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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