Pages that link to "Item:Q4120017"
From MaRDI portal
The following pages link to Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation (Q4120017):
Displayed 29 items.
- Asymptotic properties of the maximum likelihood estimate in the first order autoregressive process (Q802264) (← links)
- The sampling distributions of the predictor for an autoregressive model under misspecifications (Q1066595) (← links)
- Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes (Q1112518) (← links)
- The exact multi-period mean-square forecast error for the first-order autoregressive model (Q1118311) (← links)
- Edgeworth approximations in first-order stochastic difference equations with exogenous variables (Q1171848) (← links)
- On the behavior of inconsistent instrumental variable estimators (Q1173369) (← links)
- A reply to Professors Maasoumi and Phillips (Q1173370) (← links)
- Convergence rates in the central limit theorem for means of autoregressive and moving average sequences (Q1201762) (← links)
- An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator (Q1240513) (← links)
- The sampling distribution of forecasts from a first-order autoregression (Q1255748) (← links)
- Higher-order approximations for frequency domain time series regression (Q1305643) (← links)
- Monte Carlo response surfaces: A comparative approach (Q1345574) (← links)
- Exact distributions, density functions and moments of the least squares estimator in a first-order autoregressive model (Q1361520) (← links)
- Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
- Higher order approximations for Wald statistics in time series regressions with integrated processes. (Q1867717) (← links)
- Closed forms for asymptotic bias and variance in autoregressive models with unit roots (Q1903663) (← links)
- Structural change and unit roots (Q1909372) (← links)
- Estimation in dynamic regression with an integrated process (Q1918130) (← links)
- BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND (Q3181952) (← links)
- Least-squares, Yule-Walker, and overdetermined Yule—Walker estimation of AR parameters: a Monte Carlo analysis of finite-sample properties (Q3728779) (← links)
- Higher order approximations for autocovariances from linear processes with applications (Q3782624) (← links)
- A comparison of LS/ML and GMM estimation in a simple AR(1) model (Q4490157) (← links)
- EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER (Q4653557) (← links)
- THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN (Q4715707) (← links)
- ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION OF AN ESTIMATOR IN THE FIRST-ORDER AUTOREGRESSIVE PROCESS (Q4748989) (← links)
- DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN A FIRST-ORDER AUTOREGRESSIVE MODEL (Q4817928) (← links)
- TRANSFORMATIONS FOR MULTIVARIATE STATISTICS (Q5696357) (← links)
- PROFILE SUMMARIES FOR ARIMA TIME SERIES MODEL PARAMETERS (Q5753415) (← links)
- Edgeworth expansions in Gaussian autoregression (Q5953975) (← links)
