On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods
| Year of publication: |
2006
|
|---|---|
| Authors: | Tanizaki, Hisashi ; Hamori, Shigeyuki ; Matsubayashi, Yoichi |
| Published in: |
Statistical Papers. - Springer. - Vol. 47.2006, 1, p. 109-124
|
| Publisher: |
Springer |
| Subject: | AR(p) Model | OLSE | Unbiased Estimator | Exogenous Variables | Nonnormal Error | Bootstrap Method |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008533894