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Theory and Method

The Bias of Autoregressive Coefficient Estimators

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Pages 842-848 | Received 01 Jul 1987, Published online: 12 Mar 2012

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FrancisX. Diebold & Lutz Kilian. (2000) Unit-Root Tests Are Useful for Selecting Forecasting Models. Journal of Business & Economic Statistics 18:3, pages 265-273.
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John Ferron & William Ware. (1995) Analyzing Single-Case Data: The Power of Randomization Tests. The Journal of Experimental Education 63:2, pages 167-178.
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Sabyasachi Basu & Gregory C. Reinsel. (1992) A note on properties of spatial yule-walker estimators. Journal of Statistical Computation and Simulation 41:3-4, pages 243-255.
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RobertA. Stine & Paul Shaman. (1990) Bias of Autoregressive Spectral Estimators. Journal of the American Statistical Association 85:412, pages 1091-1098.
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