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Estimation bias and feasible conditional forecasts from the first-order moving average model

Bao, Yong; Zhang, Ru - In: Journal of time series econometrics 6 (2014) 1, pp. 63-80

Persistent link: https://www.econbiz.de/10010225248

Moment approximation for least-squares estimator in first-order regression models with unit root and nonnormal errors

Bao, Yong; Ullah, Aman; Zhang, Ru - In: Essays in honor of Peter C. B. Phillips, (pp. 65-92). 2014

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Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model

Yong, Bao; Ru, Zhang - In: Journal of Time Series Econometrics 6 (2013) 1, pp. 63-80

The quasi-maximum likelihood estimator (QMLE) of parameters in the first-order moving average model can be biased in finite samples. We develop the second-order analytical bias of the QMLE and investigate whether this estimation bias can lead to biased feasible optimal forecasts conditional on...

Persistent link: https://www.econbiz.de/10010732151

Dynamic evolution of regional growth disparity in China : evidence from 1978 to 2005

Zhang, Ru - In: China in the world economy, (pp. 78-96). 2009

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Density forecast of financial returns using decomposition and maximum entropy

Lee, Tae-hwy; Wang, He; Xi, Zhou; Zhang, Ru - In: Journal of econometric methods 12 (2023) 1, pp. 57-83

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How do firms use virtual brand communities to improve innovation performance? : based on consumer participation and organizational learning perspectives

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Testing for neglected nonlinearity using artificial neural networks with many randomized hidden unit activations

Lee, Tae-hwy; Xi, Zhou; Zhang, Ru - In: Journal of time series econometrics 5 (2013) 1, pp. 61-85

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Measuring knowledge spillovers : a non-appropriable returns perspective

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FDI and economic development : evidence from China's regional growth

Liu, Xiangbo; Luo, Yu; Qiu, Zhigang; Zhang, Ru - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 87-106

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Testing for neglected nonlinearity using regularized artificial neural networks

Lee, Tae-hwy; Xi, Zhou; Zhang, Ru - In: Recent advances in estimating nonlinear models : with …, (pp. 33-57). 2014

Persistent link: https://www.econbiz.de/10011406757