Bias-corrected estimation in mildly explosive autoregressions
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Cited by:
- Marcus J. Chambers & Maria Kyriacou, 2018.
"Jackknife Bias Reduction in the Presence of a Near-Unit Root,"
Econometrics, MDPI, vol. 6(1), pages 1-28, March.
- Chambers, MJ & Kyriacou, M, 2016. "Jackknife Bias Reduction in the Presence of a Near-Unit Root," Economics Discussion Papers 17623, University of Essex, Department of Economics.
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More about this item
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2016-02-17 (Econometrics)
- NEP-ETS-2016-02-17 (Econometric Time Series)
- NEP-ORE-2016-02-17 (Operations Research)
- NEP-SEA-2016-02-17 (South East Asia)
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