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AN00234610-20140401-0025.pdf
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Title |
Title |
AR(1)モデルの係数の推定量の小標本における偏りの比較
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Kana |
AR (1) モデル ノ ケイスウ ノ スイテイリョウ ノ ショウヒョウホン ニ オケル カタヨリ ノ ヒカク
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Romanization |
AR (1) moderu no keisu no suiteiryo no shohyohon ni okeru katayori no hikaku
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Other Title |
Title |
Simulation comparison of finite sample biases of several estimators for AR(1)coefficient
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Creator |
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長倉, 大輔
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Kana |
ナガクラ, ダイスケ
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Romanization |
Nagakura, Daisuke
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Affiliation |
慶應義塾大学経済学部准教授
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慶應義塾経済学会
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Kana |
ケイオウ ギジュク ケイザイ ガッカイ
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Romanization |
Keio gijuku keizai gakkai
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Issued (from:yyyy) |
2014
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Name |
三田学会雑誌
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Name (Translated) |
Keio journal of economics
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Volume |
107
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Issue |
1
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Year |
2014
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Month |
4
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Start page |
25
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End page |
43
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Table of contents |
1 はじめに
2 推定量の定義
2.1 Cauchy 推定量
2.2 1階階差推定量および修正1階階差推定量
2.3 Hurwicz 推定量
3 シュミレーションによる比較
4 結論と今後の課題
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History |
Sep 1, 2014 | | 概要, 目次 を変更 |
Apr 2, 2015 | | 版, 本文 を変更 |
Oct 28, 2021 | | JaLCDOI を変更 |
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