Covariate benchmarking is an important part of sensitivity analysis about omitted variable bias and can be used to …

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 …

alternative estimators perform in terms of bias and precision when the data are skewed. The primary outcome was an estimation of …

). It is shown that this approach provides a unifying theory for 'approximation-based' or simulation-based inference methods …