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Bias correction and refined inferences for fixed effects spatial panel data models

Yang, Zhenlin; Yu, Jihai; Liu, Shew Fan - In: Regional science & urban economics 61 (2016), pp. 52-72

Persistent link: https://www.econbiz.de/10011638864

Bootstrapping factor models with cross sectional dependence

Gonçalves, Sílvia; Perron, Benoit - In: Journal of econometrics 218 (2020) 2, pp. 476-495

Persistent link: https://www.econbiz.de/10012483168

Sustainability of European fiscal balances : just a statistical artifact?

Rengel, Malte - In: Empirical economics : a journal of the Institute for … 58 (2020) 4, pp. 1681-1712

Persistent link: https://www.econbiz.de/10012219682

Bias-correction in vector autoregressive models : a simulation study

Engsted, Tom; Pedersen, Thomas Q. - In: Econometrics : open access journal 2 (2014) 1, pp. 45-71

We analyze the properties of various methods for bias-correcting parameter estimates in both stationary and non …-stationary vector autoregressive models. First, we show that two analytical bias formulas from the existing literature are in fact … identical. Next, based on a detailed simulation study, we show that when the model is stationary this simple bias formula …

Persistent link: https://www.econbiz.de/10010336196

Improved inferences for spatial regression models

Liu, Shew Fan; Yang, Zhenlin - In: Regional science & urban economics 55 (2015), pp. 55-67

Persistent link: https://www.econbiz.de/10011479842

Confidence regions for entries of a large precision matrix

Chang, Jinyuan; Qiu, Yumou; Yao, Qiwei; Zou, Tao - In: Journal of econometrics 206 (2018) 1, pp. 57-82

Persistent link: https://www.econbiz.de/10012110361

Improving the finite sample performance of autoregression estimators in dynamic factor models : a bootstrap approach

Shintani, Mototsugu; Guo, Zi-Yi - In: Econometric reviews 37 (2018) 1/5, pp. 360-379

Persistent link: https://www.econbiz.de/10012039266

Bias correctoin of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap

Poskitt, Donald Stephen; Martin, M.; Grose, Simone D. - In: Econometric theory 33 (2017) 3, pp. 578-609

Persistent link: https://www.econbiz.de/10011810039

Bias correction for estimation of performance measures of a Markovian queue

Almeida, M. A. C.; Cruz, F. R. B.; Oliveira, F. L. P.; … - In: Operational research : an international journal 20 (2020) 2, pp. 943-958

Persistent link: https://www.econbiz.de/10012214727

Bootstrap consistency and bias correction in the nonparametric estimation of risk measures of collective risks

Lauer, Alexandra; Zähle, Henryk - In: Insurance / Mathematics & economics 74 (2017), pp. 99-108

Persistent link: https://www.econbiz.de/10011712409

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