Description: Python array and matrix operations are used to simulate and verify the finite sample bias of OLS estimator of autoregressive coefficient in the first-order autoregressive model.
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Filename | Size | Date |
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模拟验证一阶自回归模型中自回归系数OLS估计量的有限样本偏差问题.ipynb | 87253 | 2020-12-08 |