Pages that link to "Item:Q1352147"
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The following pages link to Unbiased estimation as a solution to testing for random walks (Q1352147):
Displaying 5 items.
- The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Q301969) (← links)
- Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
- Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots (Q1978558) (← links)
- UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION (Q3108564) (← links)
- A James-Stein-type adjustment to bias correction in fixed effects panel models (Q5095207) (← links)
