tests and simulated small-sample tests and, following Cochrane (2008), we investigate the joint distribution of dividend …. Throughout, we report both standard asymptotic tests and simulated small- sample tests and, following Cochrane (2008), we … model, asymptotic and small-sample tests. This research is supported by CREATES (Center for Research in Econometric …

parameter estimates are adjusted for small-sample bias. We apply the analytical bias formula from Pope (1990) using both … VAR parameters for small-sample bias has both quantitatively and qualitatively important e¤ects on the strategic …

assumptions, when the ordinary least squares (OLS) estimate is close to 1, a frequentist adjusts it upwards to counter the small … sample bias, while a Bayesian who uses a at prior considers the OLS estimate to be the best point estimate. This contrast is …

exclusively but with a focus on t-score based feature selection approaches and small sample data. The analysis is in three steps …

exchange rates exhibits significant small sample bias even with long time series data. The results of this paper has severe …