On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods

Hisashi Tanizaki, Shigeyuki Hamori and Yoichi Matsubayashi ()

Statistical Papers, 2006, vol. 47, issue 1, 109-124

Keywords: AR(p) Model; OLSE; Unbiased Estimator; Exogenous Variables; Nonnormal Error; Bootstrap Method (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (6)

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DOI: 10.1007/s00362-005-0275-6

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