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This paper considers the specification and performance of jackknife estimators of the autoregressive coefficient in a … jackknife estimator are derived, and the joint moment generating function (MGF) of two components of these distributions is … obtained and its properties explored. The MGF can be used to derive the weights for an optimal jackknife estimator that removes …
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We present a new genuine jackknife estimator for instrumental variable inference with unknown heteroskedasticity. It … particular that our symmetric jackknife estimator performs well when compared to the HLIM and HFUL estimators of Hausman et al …
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presents a jackknife method to reduce this bias and to obtain confidence intervals that are correctly centered under … estimators of index coefficients and average effects, present validity tests for the jackknife, and consider extensions to higher …
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presents a jackknife method to reduce this bias and to obtain confidence intervals that are correctly centered under … estimators of index coefficients and average effects, present validity tests for the jackknife, and consider extensions to higher …
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This paper is concerned with the application of jackknife methods as a means of bias reduction in the estimation of … autoregressive models with a unit root. It is shown that the usual jackknife estimator based on non-overlapping sub-samples does not … remove fully the first-order bias as intended, but that an ‘optimal’ jackknife estimator can be de- fined that is capable of …
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