On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods
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- 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.
- Christopher Withers & Saralees Nadarajah, 2013. "Calibration with low bias," Statistical Papers, Springer, vol. 54(2), pages 371-379, May.
- Gonçalves Mazzeu, Joao Henrique & Ruiz, Esther & Veiga, Helena, 2015. "Model uncertainty and the forecast accuracy of ARMA models: A survey," DES - Working Papers. Statistics and Econometrics. WS ws1508, Universidad Carlos III de Madrid. Departamento de Estadística.
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KeywordsAR(p) Model; OLSE; Unbiased Estimator; Exogenous Variables; Nonnormal Error; Bootstrap Method;
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