Best Median Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions
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- Donald W.K. Andrews & Hong-Yuan Chen, 1992. "Approximately Median-Unbiased Estimation of Autoregressive Models with Applications to U.S. Macroeconomic and Financial Time Series," Cowles Foundation Discussion Papers 1026, Cowles Foundation for Research in Economics, Yale University.
- Donald W.K. Andrews, 1991. "Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models," Cowles Foundation Discussion Papers 975, Cowles Foundation for Research in Economics, Yale University.
- Murray, Christian J. & Papell, David H., 2002.
"The purchasing power parity persistence paradigm,"
Journal of International Economics,
Elsevier, vol. 56(1), pages 1-19, January.
- Christian J. Murray & David H. Papell, 2000. "The Purchasing Power Parity Persistence Paradigm," Econometric Society World Congress 2000 Contributed Papers 0017, Econometric Society.
More about this item
KeywordsKeywords: Generalized least squares; elliptically symmetric distribution; restricted parameter space; minimum risk; variance; estimation;
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