Bootstrap Methods for Correcting Bias in WLS Estimators of the First-Order Bifurcating Autoregressive Model
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- K. D. Patterson, 2007. "Bias Reduction through First-order Mean Correction, Bootstrapping and Recursive Mean Adjustment," Journal of Applied Statistics, Taylor & Francis Journals, vol. 34(1), pages 23-45.
- Shi, Sheng G., 1992. "Accurate and efficient double-bootstrap confidence limit method," Computational Statistics & Data Analysis, Elsevier, vol. 13(1), pages 21-32, January.
- Hisashi Tanizaki & Shigeyuki Hamori & Yoichi Matsubayashi, 2006. "On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods," Statistical Papers, Springer, vol. 47(1), pages 109-124, January.
- S. M. S. Lee & G. A. Young, 1999. "The effect of Monte Carlo approximation on coverage error of double‐bootstrap confidence intervals," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(2), pages 353-366, April.
- Eunhye Song & Henry Lam & Russell R. Barton, 2024. "A Shrinkage Approach to Improve Direct Bootstrap Resampling Under Input Uncertainty," INFORMS Journal on Computing, INFORMS, vol. 36(4), pages 1023-1039, July.
- Zhou, J. & Basawa, I.V., 2005. "Least-squares estimation for bifurcating autoregressive processes," Statistics & Probability Letters, Elsevier, vol. 74(1), pages 77-88, August.
- Oded Sandler & Sivan Pearl Mizrahi & Noga Weiss & Oded Agam & Itamar Simon & Nathalie Q. Balaban, 2015. "Lineage correlations of single cell division time as a probe of cell-cycle dynamics," Nature, Nature, vol. 519(7544), pages 468-471, March.
- Jinyuan Chang & Peter Hall, 2015. "Double-bootstrap methods that use a single double-bootstrap simulation," Biometrika, Biometrika Trust, vol. 102(1), pages 203-214.
- MacKinnon, James G. & Smith Jr., Anthony A., 1998.
"Approximate bias correction in econometrics,"
Journal of Econometrics, Elsevier, vol. 85(2), pages 205-230, August.
- James G. MacKinnon & Anthony A. Smith, Jr., "undated". "Approximate Bias Correction in Econometrics," GSIA Working Papers 1997-36, Carnegie Mellon University, Tepper School of Business.
- Mackinnon, J.G. & Smith, A.A., 1996. "Approximate Bias Correction in Econometrics," G.R.E.Q.A.M. 96a14, Universite Aix-Marseille III.
- MacKinnon, James G. & Smith, Anthony A., 1995. "Approximate Bias Correction in Econometrics," Queen's Economics Department Working Papers 273323, Queen's University - Department of Economics.
- James G. MacKinnon & P. Smith, 1995. "Approximate Bias Correction In Econometrics," Working Paper 919, Economics Department, Queen's University.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Tamer Elbayoumi & Sayed Mostafa, 2024. "Bias Analysis and Correction in Weighted- L 1 Estimators for the First-Order Bifurcating Autoregressive Model," Stats, MDPI, vol. 7(4), pages 1-18, October.
- Tom Engsted & Thomas Q. Pedersen, 2014.
"Bias-Correction in Vector Autoregressive Models: A Simulation Study,"
Econometrics, MDPI, vol. 2(1), pages 1-27, March.
- Tom Engsted & Thomas Q. Pedersen, 2011. "Bias-correction in vector autoregressive models: A simulation study," CREATES Research Papers 2011-18, Department of Economics and Business Economics, Aarhus University.
- Hevia, Constantino, 2012. "Using pooled information and bootstrap methods to assess debt sustainability in low income countries," Policy Research Working Paper Series 5978, The World Bank.
- Müller, Ulrich K. & Wang, Yulong, 2019. "Nearly weighted risk minimal unbiased estimation," Journal of Econometrics, Elsevier, vol. 209(1), pages 18-34.
- George Kapetanios, 2003.
"Determining the Stationarity Properties of Individual Series in Panel Datasets,"
Working Papers
495, Queen Mary University of London, School of Economics and Finance.
- George Kapetanios, 2003. "Determining the Stationarity Properties of Individual Series in Panel Datasets," Working Papers 495, Queen Mary University of London, School of Economics and Finance.
- Kim, Jae H. & Fraser, Iain & Hyndman, Rob J., 2011.
"Improved interval estimation of long run response from a dynamic linear model: A highest density region approach,"
Computational Statistics & Data Analysis, Elsevier, vol. 55(8), pages 2477-2489, August.
- Jae H Kim & Iain Fraser & Rob J. Hyndman, 2010. "Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach," Working Papers 2010.06, School of Economics, La Trobe University.
- Jae H Kim & Iain Fraser & Rob J. Hyndman, 2010. "Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach," Working Papers 2010.06, School of Economics, La Trobe University.
- Yu, Jun, 2012.
"Bias in the estimation of the mean reversion parameter in continuous time models,"
Journal of Econometrics, Elsevier, vol. 169(1), pages 114-122.
- Jun Yu, 2007. "Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models," Working Papers CoFie-06-2008, Singapore Management University, Sim Kee Boon Institute for Financial Economics, revised Oct 2008.
- Jun Yu, 2009. "Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models," Microeconomics Working Papers 23045, East Asian Bureau of Economic Research.
- Jun Yu, 2009. "Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models," Working Papers 16-2009, Singapore Management University, School of Economics.
- Antonio R. Linero, 2022. "Simulation‐based estimators of analytically intractable causal effects," Biometrics, The International Biometric Society, vol. 78(3), pages 1001-1017, September.
- Joseph Reath & Jianping Dong & Min Wang, 2018. "Improved parameter estimation of the log-logistic distribution with applications," Computational Statistics, Springer, vol. 33(1), pages 339-356, March.
- Marcet, Albert & Jarociński, Marek, 2010.
"Autoregressions in small samples, priors about observables and initial conditions,"
Working Paper Series
1263, European Central Bank.
- Marek Jarocinski & Albert Marcet, 2011. "Autoregressions in Small Samples, Priors about Observables and Initial Conditions," CEP Discussion Papers dp1061, Centre for Economic Performance, LSE.
- Jarocinski, Marek & Marcet, Albert, 2011. "Autoregressions in small samples, priors about observables and initial conditions," LSE Research Online Documents on Economics 121711, London School of Economics and Political Science, LSE Library.
- Davidson, Russell & Trokić, Mirza, 2020.
"The fast iterated bootstrap,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 451-475.
- Russell Davidson & Mirza Trokić, 2020. "The fast iterated bootstrap," Post-Print hal-02965001, HAL.
- Das, Tirthatanmoy & Polachek, Solomon W., 2017.
"Estimating labor force joiners and leavers using a heterogeneity augmented two-tier stochastic frontier,"
Journal of Econometrics, Elsevier, vol. 199(2), pages 156-172.
- Das, Tirthatanmoy & Polachek, Solomon, 2017. "Estimating Labor Force Joiners and Leavers Using a Heterogeneity Augmented Two-Tier Stochastic Frontier," IZA Discussion Papers 10534, Institute of Labor Economics (IZA).
- Ospina, Raydonal & Cribari-Neto, Francisco & Vasconcellos, Klaus L.P., 2006. "Improved point and interval estimation for a beta regression model," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 960-981, November.
- Demos Antonis & Kyriakopoulou Dimitra, 2019.
"Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model,"
Journal of Time Series Econometrics, De Gruyter, vol. 11(1), pages 1-20, January.
- Antonis Demos & Dimitra Kyriakopoulou, 2018. "Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model," LIDAM Reprints CORE 2983, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Antonis Demos & Dimitra Kyriakopoulou, 2018. "Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model," DEOS Working Papers 1802, Athens University of Economics and Business.
- DEMOS Antonis, & KYRIAKOPOULOU Dimitra,, 2018. "Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model," LIDAM Discussion Papers CORE 2018007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Lemonte, Artur J. & Cribari-Neto, Francisco & Vasconcellos, Klaus L.P., 2007. "Improved statistical inference for the two-parameter Birnbaum-Saunders distribution," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4656-4681, May.
- Kees Jan van Garderen & Noud van Giersbergen, 2024. "Moderating the Mediation Bootstrap for Causal Inference," Papers 2412.11285, arXiv.org.
- Martin A. Carree, 2002. "Nearly Unbiased Estimation in Dynamic Panel Data Models with Exogenous Variables," Tinbergen Institute Discussion Papers 02-007/2, Tinbergen Institute.
- Zhang, Chenhua, 2011. "Parameter estimation for first-order bifurcating autoregressive processes with Weibull innovations," Statistics & Probability Letters, Elsevier, vol. 81(12), pages 1961-1969.
- Damien G Hicks & Terence P Speed & Mohammed Yassin & Sarah M Russell, 2019. "Maps of variability in cell lineage trees," PLOS Computational Biology, Public Library of Science, vol. 15(2), pages 1-32, February.
- Jason S. Bergtold & Elizabeth A. Yeager & Allen M. Featherstone, 2018. "Inferences from logistic regression models in the presence of small samples, rare events, nonlinearity, and multicollinearity with observational data," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(3), pages 528-546, February.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jstats:v:8:y:2025:i:3:p:79-:d:1743511. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/a/gam/jstats/v8y2025i3p79-d1743511.html