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Estimation bias and bias correction in reduced rank autoregressions
Heino Bohn Nielsen
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Dive into the research topics of 'Estimation bias and bias correction in reduced rank autoregressions'. Together they form a unique fingerprint.
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Keyphrases
Reduced Rank
100%
Maximum Likelihood Estimator
100%
Autoregression
100%
Bias Correction
100%
Estimation Bias
100%
Simulation-based
33%
Macroeconomic Time Series
33%
Iterative Root
33%
Root Finding
33%
Bootstrap
33%
Mean Absolute Deviation
33%
Mean Square Error
33%
Finite Sample Bias
33%
Ranking Vector
33%
Stochastic Approximation
33%
Vector Autoregression
33%
Mathematics
Maximum Likelihood Estimator
100%
Autoregression
100%
Vector Autoregression
33%
Approximates
33%
Square Mean
33%
Root-Finding
33%
Mean Square Error
33%
Stochastics
33%
Economics, Econometrics and Finance
Autoregression
100%
Macroeconomics
50%
Time Series
50%
Medicine and Dentistry
Maximum Likelihood Method
100%
Time Series Analysis
33%