Unbiased estimates for moments and cumulants in linear regression
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Cites work
- scientific article; zbMATH DE number 3136287 (Why is no real title available?)
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- A bootstrap approach to test the conditional symmetry in time series models
- Bias and mean squared error of the slope estimator in a regression with not necessarily normal errors in both variables
- Bias reduction by taylor series∗
- Biased Bootstrap Methods for Reducing the Effects of Contamination
- Distribution theory for unit root tests with conditional heteroskedasticity
- Generalized calibration approach for estimating variance in survey sampling
- Higher moment estimators for linear regression models with errors in the variables
- More on the correct use of omnibus tests for normality
- Nonparametric estimating equations based on a penalized information criterion
- Note on the Unbiased Estimation of the Third Moment of the Residual in Regression Analysis
- On distribution of AIC in linear regression models
- On some tests of the covariance matrix under general conditions
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- Stochastic growth models and their econometric implications
- Sufficient Dimension Reduction via Inverse Regression
- TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS
- Tests of Homogeneity for Generalized Linear Models
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Cited in
(15)- A general structure for the unbiased estimate of the parameter's estimable function in linear regression
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- A unified method to calculate the moments of the least squares estimators in nonlinear regression
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- scientific article; zbMATH DE number 879737 (Why is no real title available?)
- On the calculation of cumulants of estimators arising from a linear time series regression model
- k-statistics and dispersion effects in regression
- Linear unbiased estimation for regression models with stationary noise
- Estimation in additive models and ANOVA-like applications
- Unbiased estimates for linear regression with roundoff error
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