Correction for finite sample coefficients in autoregressive model
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Dear matlab users, I'm trying to run an autoregressive model with the correction of finite sample coefficients. The model is based on Shaman & Stine's paper "The bias of autoregressive coefficient estimators". I didn't find anything about the command procedure I have to use on toolboxes. Does someone knows the procedure or the commands? Thanks a lot!
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Shashank Prasanna
on 3 May 2013
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