BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A COMPARISON OF JACKNIFED AND BIAS CORRECTED LEAST SQUARES ESTIMATORS

Jan Kiviet and Garry Phillips

Working Papers from Universiteit Amsterdam - Institute of Actuarial Sciences and Econometrics

Keywords: data analysis; statistics (search for similar items in EconPapers)
Pages: 41 pages
Date: 1988
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Working Paper: BIAS REDUCTION IN A DYNAMIC REGRESSION MODEL: A Comparison of Jackknifed and Bias Corrected Least Squares Estimators (1988)
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