Pages that link to "Item:Q5828373"

The following pages link to BIAS IN THE ESTIMATION OF AUTOCORRELATIONS (Q5828373):

Displaying 47 items.

• Bent-cable regression with autoregressive noise (Q104279) (← links)
• Small sample properties of forecasts from autoregressive models under structural breaks (Q265113) (← links)
• Parameter estimation and bias correction for diffusion processes (Q302098) (← links)
• Jackknife estimation with a unit root (Q383929) (← links)
• Bias in the estimation of the mean reversion parameter in continuous time models (Q527981) (← links)
• Local GMM estimation of time series models with conditional moment restrictions (Q528061) (← links)
• Estimation in conditional first order autoregression with discrete support (Q816536) (← links)
• On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods (Q819431) (← links)
• A small sample confidence interval for autoregressive parameters (Q951044) (← links)
• Variance bound of ACF estimation of one block of fGn with LRD (Q966356) (← links)
• Mean estimation bias in least squares estimation of autoregressive processes (Q1058799) (← links)
• Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1 (Q1151223) (← links)
• Differencing of random walks and near random walks (Q1243566) (← links)
• On the impact of the tests for serial correlation upon the test of significance for the regression coefficient (Q1246240) (← links)
• Approximate bias correction in econometrics (Q1298413) (← links)
• Bias correction in ARMA models (Q1324594) (← links)
• A classified bibliography of Monte Carlo studies in econometrics (Q1393801) (← links)
• Bias reduction in autoregressive models (Q1575374) (← links)
• Bias correction of OLSE in the regression model with lagged dependent variables. (Q1583509) (← links)
• Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
• Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (Q1623541) (← links)
• Nearly weighted risk minimal unbiased estimation (Q1740270) (← links)
• Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models (Q1927149) (← links)
• On the effect of deterministic terms on the bias in stable AR models (Q1928659) (← links)
• Spatial autocorrelation and statistical tests: some solutions (Q2260085) (← links)
• A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples (Q2361221) (← links)
• Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors (Q2512351) (← links)
• Finite-sample properties of estimators for first and second order autoregressive processes (Q2676880) (← links)
• Improving the estimation and predictions of small time series models (Q2693368) (← links)
• Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean (Q2830677) (← links)
• (Q2970365) (← links)
• Overlapping subsampling and invariance to initial conditions (Q2980116) (← links)
• Bias Correction of Persistence Measures in Fractionally Integrated Models (Q3192403) (← links)
• Bias approximations for covariance parameter estimators in the linear model with ar(1) errors (Q3474072) (← links)
• First-order bias correction for fractionally integrated time series (Q3645634) (← links)
• An investigation of the moments of the sample autocovariances and autocorrelations for general arma processes (Q3906958) (← links)
• Asymptotic expansions for the moments of serial correlation coefficients (Q3928866) (← links)
• Estimation in a first order autoregressive scheme with non—normal stable disturbances (Q4160283) (← links)
• HIGHER ORDER MOMENTS OF SAMPLE AUTOCOVARIANCES AND SAMPLE AUTOCORRELATIONS FROM AN INDEPENDENT TIME SERIES (Q4715704) (← links)
• Effect of autocorrelation estimators on the performance of the X̄ control chart (Q4960710) (← links)
• Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach (Q5034258) (← links)
• CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← links)
• Heteroscedasticity-robust estimation of autocorrelation (Q5085929) (← links)
• Block bootstrap methods and the choice of stocks for the long run (Q5397473) (← links)
• BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD (Q5411513) (← links)
• Estimation bias and bias correction in reduced rank autoregressions (Q5860917) (← links)
• Note on the bias in the estimation of the serial correlation coefficient of AR(1) processes. (Q5956478) (← links)