Median-Unbiased Estimation in DF-GLs Regressions and the PPP Puzzle

SSRN Electronic Journal ◽

10.2139/ssrn.1898557 ◽

2011 ◽

Cited By ~ 15

Author(s):

Claude Lopez ◽

Christian J. Murray ◽

David H. Papell

Keyword(s):

Unbiased Estimation ◽

Median Unbiased Estimation

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Approximately Median-Unbiased Estimation of Autoregressive Models

Journal of Business and Economic Statistics ◽

10.2307/1391483 ◽

1994 ◽

Vol 12 (2) ◽

pp. 187 ◽

Cited By ~ 89

Author(s):

Donald W. K. Andrews ◽

Hong-Yuan Chen

Keyword(s):

Autoregressive Models ◽

Unbiased Estimation ◽

Median Unbiased Estimation

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Median Unbiased Estimation for Binary Data

The American Statistician ◽

10.1080/00031305.1989.10475597 ◽

1989 ◽

Vol 43 (1) ◽

pp. 7-11 ◽

Cited By ~ 2

Author(s):

Karim F. Hirji ◽

Anastasios A. Tsiatis ◽

Cyrus R. Mehta

Keyword(s):

Binary Data ◽

Unbiased Estimation ◽

Median Unbiased Estimation

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Median Unbiased Estimation of Coefficient Variance in a Time-Varying Parameter Model

Journal of the American Statistical Association ◽

10.1080/01621459.1998.10474116 ◽

1998 ◽

Vol 93 (441) ◽

pp. 349-358 ◽

Cited By ~ 152

Author(s):

James H. Stock ◽

Mark W. Watson

Keyword(s):

Unbiased Estimation ◽

Time Varying ◽

Time Varying Parameter ◽

Median Unbiased Estimation

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Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models

Econometrica ◽

10.2307/2951781 ◽

1993 ◽

Vol 61 (1) ◽

pp. 139 ◽

Cited By ~ 248

Author(s):

Donald W. K. Andrews

Keyword(s):

Unit Root ◽

Unbiased Estimation ◽

First Order ◽

Median Unbiased Estimation ◽

Unit Root Models

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Approximately Median-Unbiased Estimation of Autoregressive Models

Journal of Business and Economic Statistics ◽

10.1080/07350015.1994.10510007 ◽

1994 ◽

Vol 12 (2) ◽

pp. 187-204 ◽

Cited By ~ 60

Author(s):

Donald W. K. Andrews ◽

Hong-Yuan Chen

Keyword(s):

Autoregressive Models ◽

Unbiased Estimation ◽

Median Unbiased Estimation

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A Bhattacharyya Analogue for Median-unbiased Estimation

Communications for Statistical Applications and Methods ◽

10.5351/ckss.2004.11.1.013 ◽

2004 ◽

Vol 11 (1) ◽

pp. 13-20

Author(s):

Nae-Kyung Sung

Keyword(s):

Unbiased Estimation ◽

Median Unbiased Estimation

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