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A bias-reduced log-periodogram regression estimator for the long-memory parameter

Andrews, Donald W. K.; Guggenberger, Patrik - 2000 - Rev.: May 2000

Persistent link: https://www.econbiz.de/10001512674

A bias-reduced log-periodogram regression estimator for the long-memory parameter

Andrews, Donald W. K.; Guggenberger, Patrik - 2000

Persistent link: https://www.econbiz.de/10001492115

Pitfalls and possibilities in predictive regression

Phillips, Peter C. B. - 2015

Persistent link: https://www.econbiz.de/10011312325

When bias contributes to variance : true limit theory in functional coefficient cointegrating regression

Phillips, Peter C. B.; Wang, Ying - 2020

Persistent link: https://www.econbiz.de/10012320628

Estimates of the bias of lagged dependent variable coefficient estimates in macroeconomic equations

Fair, Ray C. - 1992

Persistent link: https://www.econbiz.de/10000835827

Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction

Chao, John C.; Swanson, Norman R. - 2003 - Rev.

Persistent link: https://www.econbiz.de/10001759427

Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence

Phillips, Peter C. B.; Sul, Donggyu - 2003

Persistent link: https://www.econbiz.de/10001794764

Prewhitening bias in HAC estimation

Sul, Donggyu; Phillips, Peter C. B.; Choi, Chi-young - 2003

Persistent link: https://www.econbiz.de/10001798686

Bias in estimating multivariate and univariate diffusions

Wang, Xiaohu; Phillips, Peter C. B.; Yu, Jun - 2011

and bias formulae are obtained for estimates of the mean reversion parameter. Explicit expressions are given for the … discretization bias and its relationship to estimation bias in both multivariate and in univariate settings. In the univariate … bias and variance for the Vasicek process. The bias and the variance of the Euler method are found to be smaller than the …

Persistent link: https://www.econbiz.de/10008826042

Estimating derivatives in nonseparable models with limited dependent variables

Altonji, Joseph G. (contributor); … - 2008 - Rev.

Persistent link: https://www.econbiz.de/10003767632