Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models
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DOI: 10.1515/1941-1928.1122
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References listed on IDEAS
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Cited by:
- Gareth Liu-Evans, 2021. "Improving the Estimation and Predictions of Small Time Series Models," Working Papers 202106, University of Liverpool, Department of Economics.
- Phillips, Garry D.A. & Liu-Evans, Gareth, 2016. "Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 734-762.
- Phillips, Garry David Alan & Wang, Dandan, 2019. "Bias assessment and reduction for the 2SLS estimator in general dynamic simultaneous equations models," DES - Working Papers. Statistics and Econometrics. WS 28322, Universidad Carlos III de Madrid. Departamento de Estadística.
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