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When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.; Wang, Ying - In: Journal of econometrics 232 (2023) 2, pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
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Bias in estimating multivariate and univariate diffusions
Wang, Xiaohu; Phillips, Peter C. B.; Yu, Jun - In: Journal of econometrics 161 (2011) 2, pp. 228-245
Persistent link: https://www.econbiz.de/10009242147
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On implied volatility for options : some reasons to smile and more to correct
Chen, Song Xi; Xu, Zheng - In: Journal of econometrics 179 (2014) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10010258291
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Bias in the estimation of the mean reversion parameter in continuous time models
Yu, Jun - In: Journal of econometrics 169 (2012) 1, pp. 114-122
Persistent link: https://www.econbiz.de/10009666687
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Bias in dynamic panel models under time series misspecification
Lee, Yoonseok - In: Journal of econometrics 169 (2012) 1, pp. 54-60
Persistent link: https://www.econbiz.de/10009666763
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models : some additional results
Hayakawa, Kazuhiko - In: Journal of econometrics 159 (2010) 1, pp. 202-208
Persistent link: https://www.econbiz.de/10008839928
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Bias corrections for two-step fixed panel data estimators
Fernández-Val, Iván; Vella, Francis - In: Journal of econometrics 163 (2011) 2, pp. 144-162
Persistent link: https://www.econbiz.de/10009270615
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The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
Bun, Maurice J. G.; Kiviet, J. F. - In: Journal of econometrics 132 (2006) 2, pp. 409-444
Persistent link: https://www.econbiz.de/10003348774
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Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Phillips, Peter C. B.; Sul, Donggyu - In: Journal of econometrics 137 (2007) 1, pp. 162-188
Persistent link: https://www.econbiz.de/10003425526
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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. - In: Journal of econometrics 137 (2007) 2, pp. 515-555
Persistent link: https://www.econbiz.de/10003441954