Pages that link to "Item:Q3664211"
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The following pages link to An Approximation to the Distribution of the Least Square Estimator in an Autoregressive Model with Exogenous Variables (Q3664211):
Displayed 5 items.
- On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods (Q819431) (← links)
- The exact moments of OLS in dynamic regression models with non-normal errors (Q1123523) (← links)
- Bias correction of OLSE in the regression model with lagged dependent variables. (Q1583509) (← links)
- Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
- Bias approximations for covariance parameter estimators in the linear model with ar(1) errors (Q3474072) (← links)