Second-order biases of maximum likelihood estimates in overdispersed generalized linear models
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References listed on IDEAS
- Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
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- Monta s, Antonio & Reyes, Marcelo, 1998. "Effect Of A Shift In The Trend Function On Dickey Fuller Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 14(03), pages 355-363, June.
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- Leybourne, Stephen J. & Newbold, Paul, 2000. "BEHAVIOR OF DICKEY FULLER t-TESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS," Econometric Theory, Cambridge University Press, vol. 16(05), pages 779-789, October.
- Montañés, Antonio & Reyes, Marcelo, 1999. "The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis," Statistics & Probability Letters, Elsevier, vol. 42(1), pages 81-89, March.
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- repec:sbe:breart:v:28:y:2008:i:1:a:1515 is not listed on IDEAS
- Patriota, Alexandre G. & Lemonte, Artur J., 2009. "Bias correction in a multivariate normal regression model with general parameterization," Statistics & Probability Letters, Elsevier, vol. 79(15), pages 1655-1662, August.
- Barreto-Souza, Wagner & Vasconcellos, Klaus L.P., 2011. "Bias and skewness in a general extreme-value regression model," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1379-1393, March.
More about this item
KeywordsBias correction Exponential family Generalized linear model Link function Maximum likelihood estimate Overdispersion;
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