The second-order bias and mean squared error of estimators in time-series models
Year of publication: |
2007
|
---|---|
Authors: | Bao, Yong ; Ullah, Aman |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 140.2007, 2, p. 650-669
|
Subject: | Zeitreihenanalyse | Time series analysis |
-
The law of one price and the Czech cereal market integration into the EU common agricultural market
Clark, J. Stephen, (2015)
-
Chaiechi, Taha, (2015)
-
A video interview of James Stock
Mizrach, Bruce Marshall, (2015)
- More ...
-
Bias of a value-at-risk estimator
Bao, Yong, (2004)
-
Finite sample properties of maximum likelihood estimator in spatial models
Bao, Yong, (2007)
-
Moments of the estimated Sharpe ratio when the observations are not IID
Bao, Yong, (2006)
- More ...