Kunert and Utzig (1993) only give a rough upper bound for the worst-case variance bias. This may lead to overly conservative … tests. In this paper we derive an exact upper limit for the variance bias due to carry-over for an arbitrary number of …

shows the large sample validity of the kernel block bootstrap and derives the higher order bias and variance of the kernel … estimator has a favourable higher order bias property. Simulations based on the designs of Paparoditis and Politis (2001 …

corrected versions of it are comparedwith IV and GMM regarding: coefficient bias, accuracy of varianceestimators - both of the … disturbances and of the coefficientestimators - and the actual size of coefficient tests. A reasonablysimple and consistent bias …

shows the large sample validity of the kernel block bootstrap and derives the higher order bias and variance of the kernel … estimator has a favourable higher order bias property. Simulations based on the designs of Paparoditis and Politis (2001 …

sources of asymptotic bias of the LS estimator: bias due to correlation or heteroscedasticity of the idiosyncratic error term …, and bias due to predetermined (as opposed to strictly exogenous) regressors. A bias corrected least squares estimator is … provided. We also present bias corrected versions of the three classical test statistics (Wald, LR and LM test) and show that …