Bias-corrected estimation in potentially mildly explosive autoregressive models
Year of publication: |
2013-04-15
|
---|---|
Authors: | Kaufmannz, Hendrik ; Kruse, Robinson |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | Bias-correction | Explosive behavior | Rolling window estimation |
-
Bias-corrected estimation for speculative bubbles in stock prices
Kruse, Robinson, (2018)
-
Velandia, Luis F. Melo, (2014)
-
Bayesian Forecast Combination for Inflation Using Rolling Windows: An Emerging Country Case
Melo, Luis Fernando, (2012)
- More ...
-
Christensen, Bent Jesper, (2013)
-
On tests for linearity against STAR models with deterministic trends
Kaufmann, Hendrik, (2012)
-
Changes in persistence, spurious regressions and the Fisher hypothesis
Kruse, Robinson, (2013)
- More ...