Median Unbiased Estimation

For making suggestions and/or requests for new features you'd like added to EViews.

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miksterz1
Posts: 33
Joined: Fri May 20, 2011 5:20 am

Median Unbiased Estimation

Postby miksterz1 » Mon May 23, 2011 2:53 pm

Since autoregressive models are known to be biased (yet widely used) it would be nice for eviews to incorporate a procedure that corrects this bias, such as the median unbiased estimation technique proposed by Andrews and Chen. I apologize if this is already incorporated or available as an add-in. I have conducted a detailed search and not found anything.

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