implications for estimation, hypothesis testing, confidence interval construction and forecasting. Three methods of bias reduction … are considered here: first-order bias correction, FOBC, where the total bias is approximated by the O(T-1) bias …; bootstrapping; and recursive mean adjustment, RMA. In addition, we show how first-order bias correction is related to linear bias …

coefficients of the covariates, and in terms of the bias of the estimated survival function. It turns out that RMPLS outperforms … all other methods in terms of the mean squared error and the bias of the survival function in the presence of outliers in … outperform all other methods considered in this study in terms of mean squared error and bias of the estimated survival function. …

constructing bias corrections to the score functions under OLS and GLS detrending, respectively. It is shown that the moment …

applications, small sample bias in the estimation of autoregressive coefficients is transmitted to the recoloring filter, leading … the effects of small sample autoregressive bias. Moreover, a commonly-used restriction rule on the prewhitening estimates …

Estimate bias and “no-sales” are investigated in the context of Latin American Art auctions conducted in New York … between 1977 and 1996. We find that, using a new method for calculating bias, both Sotheby's and Christie's overestimated art …

direction of the implied bias. Two results arise when the estimation accounts for the possibility of heterogeneity. First …, marginal costs become substantially more important in affecting inflation dynamics (i.e. heterogeneity induces a negative bias … an aggregation bias in any disaggregated data. …

, the root mean square error, bias and finally directional accuracy. The forecasts are even compared to naive random walk … by the naive random walk model. Tests of bias indicate that the Swedish forecasters underestimate GDP-growth and …, root mean square error, directional accuracy, bias, revisions, final respective preliminary outcomes, Theil index, naïve …

A contest model is constructed to examine the existence of conference bias in college basketball's Ratings Percentage … Index (RPI). Though a general RPI bias has been identified in previous literature, this is the first study to address … whether the bias is random or systematic in nature. Within the theoretical model, the RPI is shown to be systematically biased …