Jackknife estimation with a unit root
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References listed on IDEAS
- Peter C. B. Phillips, 2005.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Chen, Ye & Yu, Jun, 2015. "Optimal jackknife for unit root models," Statistics & Probability Letters, Elsevier, vol. 99(C), pages 135-142.
- Kruse, Yves Robinson & Kaufmann, Hendrik, 2015. "Bias-corrected estimation in mildly explosive autoregressions," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112897, Verein für Socialpolitik / German Economic Association.
- Chambers, MJ & McCrorie, JR & Thornton, MA, 2017. "Continuous Time Modelling Based on an Exact Discrete Time Representation," Economics Discussion Papers 20497, University of Essex, Department of Economics.
- Marcus J. Chambers & Maria Kyriacou, 2018.
"Jackknife Bias Reduction in the Presence of a Near-Unit Root,"
MDPI, Open Access Journal, vol. 6(1), pages 1-28, March.
- Chambers, MJ & Kyriacou, M, 2016. "Jackknife Bias Reduction in the Presence of a Near-Unit Root," Economics Discussion Papers 17623, University of Essex, Department of Economics.
- Marcus J. Chambers, 2015. "A Jackknife Correction to a Test for Cointegration Rank," Econometrics, MDPI, Open Access Journal, vol. 3(2), pages 1-21, May.
More about this item
KeywordsJackknife; Bias reduction; Unit root;
StatisticsAccess and download statistics
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