Pages that link to "Item:Q5703222"
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The following pages link to Moment approximation for least‐squares estimators in dynamic regression models with a unit root (Q5703222):
Displayed 5 items.
- Small sample properties of forecasts from autoregressive models under structural breaks (Q265113) (← links)
- The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Q301969) (← links)
- Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (Q1623541) (← links)
- Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
- Practical small sample inference for single lag subset autoregressive models (Q2427148) (← links)