✦ LIBER ✦

Systematic small sample bias in two regime SETAR model estimation

✍ Scribed by Stephen Norman

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Small sample properties of the condition

✍ George Kapetanios 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 514 KB

Small sample bias in conditional sum-of-

✍ Ching-Fan Chung; Richard T. Baillie 📂 Article 📅 1993 🏛 Springer-Verlag 🌐 English ⚖ 948 KB

Small sample bias properties of the syst

✍ Kazuhiko Hayakawa 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 148 KB

Estimators of the disturbance variance i

✍ Jean-Marie Dufour 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 885 KB

Small sample properties of the two-step

✍ Kazuhiro Ohtani 📂 Article 📅 1982 🏛 Elsevier Science 🌐 English ⚖ 280 KB