Andrews (1993)

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miahmed
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Joined: Wed Jul 08, 2015 11:00 pm

Andrews (1993)

Unread post by miahmed »

Hi Tom,

I want to estimate the exact median unbiased estimator of AR(1) model and exact confidence interval as given in the following paper by Andrews (1993).

"Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models"
Donald W. K. Andrews (1993)

Can you help me with the code?
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