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  • Search: subject:"Small sample bias correction"
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Year of publication
Subject
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Bias 1 Coefficient of variation 1 Estimation 1 Estimation theory 1 Markov chain 1 Markov-Kette 1 Regime switching 1 Schätztheorie 1 Schätzung 1 Small sample bias correction 1 Systematischer Fehler 1 Term structure 1 Yield curve 1 Zinsstruktur 1 inequality measurement 1 small sample bias correction 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Breunig, Robert 1 Cho, Sungjun 1 Liu, Liu 1
Institution
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Crawford School of Public Policy, Australian National University 1
Published in...
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Departmental Working Papers / Crawford School of Public Policy, Australian National University 1 Review of quantitative finance and accounting 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Correcting estimation bias in regime switching dynamic term structure models
Cho, Sungjun; Liu, Liu - In: Review of quantitative finance and accounting 61 (2023) 3, pp. 1093-1127
Persistent link: https://www.econbiz.de/10014342159
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Cover Image
Bias Correction for Inequality Measures: An application to China and Kenya
Breunig, Robert - Crawford School of Public Policy, Australian National … - 2001
This article applies an analytical bias correction technique for inequality measures to income data from China and Kenya. We use the coefficient of variation squared and illustrate how the bias is downward for positively skewed distributions. The analytical bias correction technique is then...
Persistent link: https://www.econbiz.de/10005106862
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