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Finite-sample properties of forecasts from the stationary first-order autoregressive model under a general error distribution
Bao, Yong - In: Econometric theory 23 (2007) 4, pp. 767-773
Persistent link: https://www.econbiz.de/10003549618
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The approximate moments of the least squares estimator for the stationary autoregressive model under a general error distribution
Bao, Yong - In: Econometric theory 23 (2007) 5, pp. 1013-1021
Persistent link: https://www.econbiz.de/10003549687
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Finite-sample bias of the QMLE in spatial autoregressive models
Bao, Yong - In: Econometric theory 29 (2013) 1, pp. 68-88
Persistent link: https://www.econbiz.de/10009747878
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FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION
Bao, Yong - In: Econometric theory 25 (2009) 1, pp. 291-297
Persistent link: https://www.econbiz.de/10008163712
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THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
Bao, Yong; Abadir, K.M.; Hadri, K.; Abadir, K.M.; Lucas, A. - In: Econometric theory 23 (2007) 5, pp. 1013-1021
Persistent link: https://www.econbiz.de/10007762698
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FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
Bao, Yong; Bao, Y.; Ullah, A.; Box, G.E.P.; Jenkins, G.M.; … - In: Econometric theory 23 (2007) 4, pp. 767
Persistent link: https://www.econbiz.de/10007732412
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FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS
Bao, Yong - In: Econometric theory 29 (2012) 1, pp. 68-88
Persistent link: https://www.econbiz.de/10010073735
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FINITE SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS – ERRATUM
Bao, Yong - In: Econometric theory 29 (2012) 1, pp. 89-89
Persistent link: https://www.econbiz.de/10010073736