It is well known that the ordinary least-squares estimates (OLSE) of autoregressive models are biased in small sample. In this paper, an attempt is made to obtain the unbiased estimates in the sense of median or mean. Using Monte Carlo simulation techniques, we extend the median-unbiased estimator p
✦ LIBER ✦
A modification of the CUSUM test in the linear regression model with lagged dependent variables
✍ Scribed by W. Ploberger; W. Krämer; R. Alt
- Publisher
- Springer-Verlag
- Year
- 1989
- Tongue
- English
- Weight
- 390 KB
- Volume
- 14
- Category
- Article
- ISSN
- 0377-7332
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