Approximately Median-Unbiased Estimation of Autoregressive Models

Donald W. K. Andrews; Hong-Yuan Chen

doi:10.2307/1391483

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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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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Median-unbiased Estimation and Exact Inference Methods for First-order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.2005.00456.x ◽

2006 ◽

Vol 27 (1) ◽

pp. 119-128 ◽

Cited By ~ 1

Author(s):

Richard Luger

Keyword(s):

Autoregressive Models ◽

Unbiased Estimation ◽

Conditional Heteroscedasticity ◽

Exact Inference ◽

First Order ◽

Median Unbiased Estimation ◽

Unknown Form ◽

Inference Methods

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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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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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Median-Unbiased Estimation in Df-Gls Regressions and the Ppp Puzzle

SSRN Electronic Journal ◽

10.2139/ssrn.479942 ◽

2003 ◽

Author(s):

Claude Lopez ◽

Christian J. Murray ◽

David H. Papell

Keyword(s):

Unbiased Estimation ◽

Median Unbiased Estimation

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Nearly Unbiased Estimation of Autoregressive Models for Bounded Near‐Integrated Stochastic Processes

Oxford Bulletin of Economics and Statistics ◽

10.1111/obes.12399 ◽

2020 ◽

Author(s):

Josep Lluís Carrion‐i-Silvestre ◽

María Dolores Gadea ◽

Antonio Montañés

Keyword(s):

Stochastic Processes ◽

Autoregressive Models ◽

Unbiased Estimation

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Median-unbiased estimation of structural change models: an application to real exchange rate persistence

Applied Economics ◽

10.1080/00036846.2014.927570 ◽

2014 ◽

Vol 46 (27) ◽

pp. 3300-3311 ◽

Cited By ~ 2

Author(s):

Hatice Ozer Balli ◽

Christian J. Murray ◽

David H. Papell

Keyword(s):

Exchange Rate ◽

Structural Change ◽

Real Exchange Rate ◽

Unbiased Estimation ◽

Change Models ◽

Median Unbiased Estimation

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Detecting intra-national PPP model in China: A median-unbiased estimation approach

Economic Modelling ◽

10.1016/j.econmod.2009.03.009 ◽

2009 ◽

Vol 26 (5) ◽

pp. 1029-1032 ◽

Cited By ~ 3

Author(s):

Kai-Yin Woo ◽

Shu-Kam Lee

Keyword(s):

Unbiased Estimation ◽

Median Unbiased Estimation

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