Bias reduction in autoregressive models
- 1 August 2000
- journal article
- research article
- Published by Elsevier in Economics Letters
- Vol. 68 (2) , 135-141
- https://doi.org/10.1016/s0165-1765(00)00233-0
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- A Fixed Point Characterization for Bias of Autoregressive EstimatorsThe Annals of Statistics, 1989
- The Bias of Autoregressive Coefficient EstimatorsJournal of the American Statistical Association, 1988
- Mean estimation bias in least squares estimation of autoregressive processesJournal of Econometrics, 1985
- Bias of some commonly-used time series estimatesBiometrika, 1983
- Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1Journal of the American Statistical Association, 1981
- First Order Autoregression: Inference, Estimation, and PredictionEconometrica, 1969
- BIAS IN THE ESTIMATION OF AUTOCORRELATIONSBiometrika, 1954
- NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATIONBiometrika, 1954