Median Unbiased Estimation
Moderators: EViews Gareth, EViews Moderator
Median Unbiased Estimation
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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