Correction for finite sample coefficients in autoregressive model

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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Asked:

on 2 May 2013

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on 20 Aug 2021

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