On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods
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Volume (Year): 47 (2006)
Issue (Month): 1 (January)
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- James G. MacKinnon & Anthony A. Smith Jr., 1995.
"Approximate Bias Correction in Econometrics,"
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- Peters, Thomas A., 1989. "The exact moments of ols in dynamic regression models with non-normal errors," Journal of Econometrics, Elsevier, vol. 40(2), pages 279-305, February.
- Maekawa, Koichi, 1987. "Finite Sample Properties of Several Predictors From an Autoregressive Model," Econometric Theory, Cambridge University Press, vol. 3(03), pages 359-370, June.
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- Tse, Y. K., 1982. "Edgeworth approximations in first-order stochastic difference equations with exogenous variables," Journal of Econometrics, Elsevier, vol. 20(2), pages 175-195, November.
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