Pages that link to "Item:Q1123523"
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The following pages link to The exact moments of OLS in dynamic regression models with non-normal errors (Q1123523):
Displaying 8 items.
- On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods (Q819431) (← links)
- From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more (Q819959) (← links)
- Alternative bias approximations in first-order dynamic reduced form models (Q1292222) (← links)
- Moments of the ratio of quadratic forms in non-normal variables with econometric examples (Q1329127) (← links)
- Bias correction of OLSE in the regression model with lagged dependent variables. (Q1583509) (← links)
- THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION (Q2886973) (← links)
- Small sample properties of ridge estimators with normal and non-normal disturbances (Q4019207) (← links)
- The coefficient of determination and its adjusted version in linear regression models (Q4853098) (← links)
