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Forecasting autoregressive time series with bias-corrected parameter estimators · Study

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ArticleForecasting autoregressive time series with bias-corrected parameter estimators

Jae Hwan Kim2003

Article2003

Forecasting autoregressive time series with bias-corrected parameter estimators

63 citations·0/0 files stored·International Journal of Forecasting

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Forecasting Techniques and Applications Monetary Policy and Economic Impact Statistical and numerical algorithms

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References

1982Trends and random walks in macroeconmic time series 1988Trends and random walks in macroeconomic time series 1998Small-sample Confidence Intervals for Impulse Response Functions 1993Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models 1994Approximately Median-Unbiased Estimation of Autoregressive Models 1990Bootstrap Prediction Intervals for Autoregression 1987Estimating Properties of Autoregressive Forecasts 1969First Order Autoregression: Inference, Estimation, and Prediction

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Year2003

Typearticle

Published2003-01-10

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations63

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/s0169-2070(02)00062-6

openalex_workW2050141939

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